+1,097.9%
WULF vs MAGS
+187.7%
+910.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.7% |
| 7D | +15.6% | +0.8% | +14.8% | +14.1% |
| 30D | +5.7% | +0.4% | +5.3% | +4.6% |
| 3M | -32.3% | +5.6% | -37.9% | -38.9% |
| 6M | +23.7% | +12.3% | +11.4% | +1.2% |
| YTD | +49.1% | +5.1% | +44.0% | +37.6% |
| 1Y | +66.3% | +14.0% | +52.3% | +33.5% |
| 3Y | +851.7% | +129.4% | +722.3% | +230.9% |
| All | +1,097.9% | +187.7% | +910.2% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling