+86.9%
WULF vs MOS
+12.0%
+75.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | +15.6% | +1.7% | +13.9% | +15.2% |
| 30D | +5.7% | +11.7% | -5.9% | +3.1% |
| 3M | -32.3% | +23.2% | -55.5% | -35.7% |
| 6M | +23.7% | -1.6% | +25.3% | +22.7% |
| YTD | +49.1% | +10.8% | +38.3% | +44.2% |
| 1Y | +66.3% | -16.2% | +82.5% | +69.8% |
| 3Y | +851.7% | -24.2% | +875.9% | +877.1% |
| 5Y | -30.9% | -6.6% | -24.3% | -28.8% |
| 10Y | +86.9% | +16.3% | +70.6% | +87.4% |
| All | +86.9% | +12.0% | +75.0% | +87.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling