+972.6%
WULF vs MOS
-26.6%
+999.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.1% | +12.7% | +12.8% |
| 7D | -3.1% | +21.6% | -24.7% | -9.7% |
| 30D | -21.0% | +12.0% | -33.0% | -24.4% |
| 3M | -35.5% | -3.9% | -31.6% | -35.0% |
| 6M | -55.8% | -3.3% | -52.5% | -55.9% |
| YTD | -1.0% | -4.6% | +3.6% | -2.6% |
| 1Y | -20.4% | -7.0% | -13.4% | -21.2% |
| 3Y | +972.6% | -24.4% | +997.1% | +1,046.2% |
| All | +972.6% | -26.6% | +999.3% | +1,046.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling