+377.4%
WULF vs MKSI
+2,222.5%
-1,845.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.3% |
| 7D | +1.4% | +2.7% | -1.3% | +0.9% |
| 30D | -2.6% | -12.8% | +10.2% | +0.1% |
| 3M | -34.0% | -22.5% | -11.4% | -30.6% |
| 6M | +10.0% | +19.4% | -9.4% | +7.8% |
| YTD | +45.7% | +67.7% | -22.0% | +34.9% |
| 1Y | +57.3% | +131.4% | -74.1% | +37.7% |
| 3Y | +878.9% | +197.3% | +681.6% | +740.4% |
| 5Y | -28.3% | +87.0% | -115.3% | -36.5% |
| 10Y | +82.7% | +522.1% | -439.4% | +51.4% |
| All | +377.4% | +2,222.5% | -1,845.2% | +279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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