-20.9%
MSTZ vs WOLF
+47.3%
-68.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.2% | +17.0% | +11.5% |
| 7D | +25.6% | +30.2% | -4.6% | +37.2% |
| 30D | +50.6% | -7.2% | +57.8% | +54.3% |
| 3M | -64.5% | -16.4% | -48.1% | -63.5% |
| 6M | -14.0% | -50.7% | +36.6% | -16.0% |
| YTD | -76.4% | +52.3% | -128.7% | -64.3% |
| 1Y | -56.2% | +35.6% | -91.8% | -34.4% |
| All | -20.9% | +47.3% | -68.2% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling