+86.9%
WULF vs MS
+792.2%
-705.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.8% |
| 7D | +15.6% | +1.7% | +13.9% | +14.5% |
| 30D | +5.7% | 0.0% | +5.7% | +5.6% |
| 3M | -32.3% | +3.0% | -35.3% | -33.5% |
| 6M | +23.7% | +35.7% | -12.0% | +2.8% |
| YTD | +49.1% | +23.3% | +25.8% | +31.4% |
| 1Y | +66.3% | +44.7% | +21.6% | +33.9% |
| 3Y | +851.7% | +178.0% | +673.7% | +489.3% |
| 5Y | -30.9% | +143.2% | -174.1% | -55.8% |
| 10Y | +86.9% | +803.2% | -716.3% | +0.9% |
| All | +86.9% | +792.2% | -705.3% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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