+1,695.0%
WULF vs MAS
+967.5%
+727.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.5% |
| 7D | +7.6% | -0.8% | +8.3% | +7.7% |
| 30D | -8.6% | -5.6% | -3.1% | -7.9% |
| 3M | -37.0% | +4.4% | -41.4% | -37.5% |
| 6M | +7.4% | +7.2% | +0.2% | +6.2% |
| YTD | +43.7% | +16.1% | +27.6% | +40.3% |
| 1Y | +86.1% | +0.1% | +86.0% | +85.3% |
| 3Y | +733.8% | +28.3% | +705.5% | +708.0% |
| 5Y | -33.6% | +30.5% | -64.1% | -35.8% |
| 10Y | +76.1% | +139.1% | -63.1% | +61.9% |
| All | +1,695.0% | +967.5% | +727.4% | +1,218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling