-22.1%
WULF vs MOS
-16.2%
-5.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +17.4% | -24.0% | -9.4% |
| 7D | -12.8% | +17.9% | -30.8% | -15.7% |
| 30D | -20.9% | +1.6% | -22.4% | -20.4% |
| 3M | -38.0% | -4.0% | -34.0% | -36.9% |
| 6M | -47.5% | -4.1% | -43.4% | -46.8% |
| YTD | +1.8% | -7.8% | +9.6% | +1.4% |
| 1Y | -22.1% | -15.6% | -6.5% | -18.0% |
| All | -22.1% | -16.2% | -5.8% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling