-48.3%
MUZ vs WOLF
-60.0%
+11.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +1.7% | +12.6% | +15.7% |
| 7D | +47.2% | -14.5% | +61.6% | +31.1% |
| 30D | +57.1% | -32.0% | +89.1% | +20.9% |
| 3M | -5.3% | -15.8% | +10.5% | -4.7% |
| All | -48.3% | -60.0% | +11.7% | -60.6% |
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 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 · Available span rolling