+1,265.5%
WULF vs MOS
+83.0%
+1,182.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.4% |
| 7D | +0.2% | +24.8% | -24.6% | -2.2% |
| 30D | -8.8% | +22.7% | -31.5% | -11.0% |
| 3M | -22.5% | -1.2% | -21.3% | -22.7% |
| 6M | -46.3% | +5.5% | -51.8% | -46.9% |
| YTD | +9.3% | -2.0% | +11.3% | +8.7% |
| 1Y | -12.2% | -7.9% | -4.2% | -12.2% |
| 3Y | +1,181.6% | -25.0% | +1,206.6% | +1,200.5% |
| 5Y | -55.4% | -27.7% | -27.7% | -54.3% |
| 10Y | +34.1% | -1.6% | +35.6% | +31.5% |
| All | +1,265.5% | +83.0% | +1,182.5% | +1,162.3% |
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