+507.2%
WULF vs MOH
+1,358.8%
-851.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.7% |
| 7D | +1.4% | +1.7% | -0.3% | +1.4% |
| 30D | -2.6% | -0.9% | -1.7% | -2.6% |
| 3M | -34.0% | +5.7% | -39.7% | -34.0% |
| 6M | +10.0% | +39.1% | -29.1% | +9.9% |
| YTD | +45.7% | +17.7% | +28.0% | +45.5% |
| 1Y | +57.3% | +8.4% | +49.0% | +57.2% |
| 3Y | +878.9% | -36.6% | +915.5% | +881.4% |
| 5Y | -28.3% | -19.1% | -9.2% | -28.6% |
| 10Y | +82.7% | +262.8% | -180.2% | +74.1% |
| All | +507.2% | +1,358.8% | -851.6% | +425.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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