+42.6%
WULF vs MAS
+217.4%
-174.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.2% | +6.3% |
| 7D | +14.2% | -1.8% | +16.0% | +15.4% |
| 30D | -0.1% | +23.6% | -23.6% | -10.0% |
| 3M | -20.2% | +12.4% | -32.7% | -25.2% |
| 6M | -42.8% | +21.9% | -64.7% | -48.9% |
| YTD | +16.3% | +36.1% | -19.9% | -1.8% |
| 1Y | +8.0% | +39.5% | -31.5% | -10.0% |
| 3Y | +1,263.3% | +59.1% | +1,204.1% | +981.0% |
| 5Y | -53.5% | +44.4% | -97.9% | -63.5% |
| 10Y | +42.6% | +217.0% | -174.4% | 0.0% |
| All | +42.6% | +217.4% | -174.8% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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 · 6 months rolling