+1,695.0%
WULF vs MOS
+104.0%
+1,591.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.6% |
| 7D | +7.6% | +9.5% | -2.0% | +6.5% |
| 30D | -8.6% | +10.4% | -19.1% | -9.6% |
| 3M | -37.0% | +12.9% | -49.8% | -37.9% |
| 6M | +7.4% | +1.2% | +6.2% | +6.7% |
| YTD | +43.7% | +9.3% | +34.4% | +41.8% |
| 1Y | +86.1% | -18.0% | +104.1% | +88.4% |
| 3Y | +733.8% | -29.0% | +762.9% | +751.1% |
| 5Y | -33.6% | -9.6% | -24.0% | -32.9% |
| 10Y | +76.1% | +6.1% | +70.0% | +71.6% |
| All | +1,695.0% | +104.0% | +1,591.0% | +1,547.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling