-45.5%
MUZ vs WOLF
-54.2%
+8.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +9.8% | -22.6% | -3.7% |
| 7D | +14.0% | +25.3% | -11.3% | +48.3% |
| 30D | +57.6% | -14.7% | +72.2% | +57.4% |
| 3M | -3.1% | -20.5% | +17.5% | -3.9% |
| All | -45.5% | -54.2% | +8.6% | -50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling