+86.1%
WULF vs MAGS
+15.9%
+70.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +3.8% |
| 7D | +7.6% | +0.5% | +7.0% | +6.9% |
| 30D | -8.6% | +1.5% | -10.1% | -10.8% |
| 3M | -37.0% | +0.5% | -37.4% | -37.1% |
| 6M | +7.4% | +11.6% | -4.2% | -9.0% |
| YTD | +43.7% | +5.3% | +38.4% | +32.8% |
| 1Y | +86.1% | +14.9% | +71.2% | +67.0% |
| All | +86.1% | +15.9% | +70.2% | +67.0% |
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