+1,695.0%
WULF vs MS
+5,876.4%
-4,181.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.7% |
| 7D | +7.6% | +1.4% | +6.2% | +7.4% |
| 30D | -8.6% | -0.3% | -8.4% | -8.6% |
| 3M | -37.0% | +0.3% | -37.3% | -36.9% |
| 6M | +7.4% | +31.3% | -23.9% | +3.8% |
| YTD | +43.7% | +24.7% | +19.0% | +39.9% |
| 1Y | +86.1% | +47.9% | +38.2% | +77.5% |
| 3Y | +733.8% | +178.3% | +555.5% | +654.4% |
| 5Y | -33.6% | +144.9% | -178.5% | -39.1% |
| 10Y | +76.1% | +804.5% | -728.5% | +47.8% |
| All | +1,695.0% | +5,876.4% | -4,181.4% | +1,344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling