-59.8%
MSTZ vs WOLF
+29.9%
-89.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.3% | +11.3% | +2.7% |
| 7D | +30.8% | +4.4% | +26.4% | +33.2% |
| 30D | +41.2% | +1.0% | +40.2% | +47.7% |
| 3M | -60.9% | -21.2% | -39.7% | -60.5% |
| 6M | -15.7% | -60.3% | +44.7% | -24.1% |
| YTD | -75.2% | +42.6% | -117.8% | -58.0% |
| 1Y | -59.8% | +36.5% | -96.3% | -32.5% |
| All | -59.8% | +29.9% | -89.7% | -32.5% |
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