+8.0%
WULF vs MSFU
-13.0%
+21.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +11.0% | -2.8% | +13.8% | +11.7% |
| 30D | +9.4% | -5.3% | +14.7% | +11.1% |
| 3M | -22.6% | +7.2% | -29.9% | -23.8% |
| 6M | -45.4% | +51.0% | -96.4% | -52.2% |
| YTD | +9.8% | -1.2% | +11.1% | +0.9% |
| 1Y | +8.0% | -10.3% | +18.4% | +1.4% |
| All | +8.0% | -13.0% | +21.0% | +1.4% |
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