+94.9%
WULF vs MOS
+13.3%
+81.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.6% | +5.5% | +7.6% |
| 7D | +21.9% | +7.1% | +14.8% | +20.1% |
| 30D | +4.6% | +15.0% | -10.5% | +1.2% |
| 3M | -30.9% | +24.1% | -55.0% | -34.5% |
| 6M | +29.9% | +2.7% | +27.2% | +27.6% |
| YTD | +55.4% | +12.2% | +43.3% | +49.9% |
| 1Y | +94.1% | -16.3% | +110.4% | +98.2% |
| 3Y | +892.2% | -23.3% | +915.5% | +916.0% |
| 5Y | -26.7% | -4.2% | -22.6% | -24.8% |
| All | +94.9% | +13.3% | +81.6% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling