+1,070.6%
WULF vs MAGS
+190.0%
+880.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +2.0% |
| 7D | +1.4% | +0.6% | +0.7% | +0.3% |
| 30D | -2.6% | +3.2% | -5.8% | -7.8% |
| 3M | -34.0% | +7.7% | -41.6% | -42.6% |
| 6M | +10.0% | +12.5% | -2.5% | -10.2% |
| YTD | +45.7% | +6.0% | +39.7% | +32.7% |
| 1Y | +57.3% | +14.4% | +43.0% | +25.7% |
| 3Y | +878.9% | +127.5% | +751.4% | +243.5% |
| All | +1,070.6% | +190.0% | +880.6% | +175.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling