+25.5%
WULF vs MAS
+214.9%
-189.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.5% | +14.3% | +13.5% |
| 7D | -3.1% | +2.4% | -5.4% | -4.5% |
| 30D | -21.0% | +19.8% | -40.9% | -28.0% |
| 3M | -35.5% | +9.8% | -45.3% | -38.9% |
| 6M | -55.8% | +15.8% | -71.6% | -59.6% |
| YTD | -1.0% | +31.8% | -32.9% | -15.3% |
| 1Y | -20.4% | +35.4% | -55.8% | -32.9% |
| 3Y | +972.6% | +59.2% | +913.4% | +750.5% |
| 5Y | -54.5% | +41.2% | -95.7% | -63.7% |
| All | +25.5% | +214.9% | -189.4% | -12.5% |
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