+34.7%
WULF vs MAS
+215.0%
-180.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.3% |
| 7D | +11.0% | +3.0% | +8.0% | +9.6% |
| 30D | +9.4% | +22.4% | -13.1% | -1.1% |
| 3M | -22.6% | +14.5% | -37.1% | -28.0% |
| 6M | -45.4% | +27.1% | -72.5% | -52.2% |
| YTD | +9.8% | +35.8% | -25.9% | -7.2% |
| 1Y | +8.0% | +39.4% | -31.4% | -10.0% |
| 3Y | +1,149.5% | +60.3% | +1,089.2% | +888.3% |
| 5Y | -55.6% | +39.4% | -95.0% | -65.0% |
| All | +34.7% | +215.0% | -180.3% | -5.0% |
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