-22.1%
WULF vs MAGS
+5.9%
-27.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.2% | -8.9% | -10.4% |
| 7D | -12.8% | -1.4% | -11.4% | -10.7% |
| 30D | -20.9% | -4.4% | -16.5% | -13.7% |
| 3M | -38.0% | +1.9% | -39.9% | -39.0% |
| 6M | -47.5% | +4.9% | -52.5% | -50.6% |
| YTD | +1.8% | +6.5% | -4.7% | -4.6% |
| 1Y | -22.1% | +6.3% | -28.4% | -26.0% |
| All | -22.1% | +5.9% | -27.9% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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