-58.6%
MSTZ vs WOLF
+39.8%
-98.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.8% | -4.9% | +8.4% |
| 7D | +4.3% | +25.3% | -21.0% | +14.2% |
| 30D | +30.2% | -14.7% | +44.8% | +30.0% |
| 3M | -66.9% | -20.5% | -46.4% | -66.4% |
| 6M | -26.3% | -43.9% | +17.6% | -25.0% |
| YTD | -80.1% | +50.0% | -130.1% | -66.0% |
| All | -58.6% | +39.8% | -98.5% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling