-55.8%
WULF vs MAS
+15.5%
-71.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.9% | +14.7% | +12.9% |
| 7D | -3.1% | +2.0% | -5.0% | -3.0% |
| 30D | -21.0% | +19.4% | -40.4% | -23.8% |
| 3M | -35.5% | +9.4% | -44.9% | -36.6% |
| 6M | -55.8% | +15.3% | -71.2% | -58.0% |
| All | -55.8% | +15.5% | -71.3% | -58.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling