-22.1%
WULF vs MSFU
-2.2%
-19.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +13.5% | -20.1% | -10.3% |
| 7D | -12.8% | +8.2% | -21.0% | -14.9% |
| 30D | -20.9% | +10.2% | -31.1% | -22.8% |
| 3M | -38.0% | +22.9% | -60.9% | -41.5% |
| 6M | -47.5% | +63.2% | -110.7% | -55.2% |
| YTD | +1.8% | +11.7% | -9.9% | -9.0% |
| 1Y | -22.1% | -3.5% | -18.6% | -28.0% |
| All | -22.1% | -2.2% | -19.8% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling