+1,428.7%
WULF vs MSFU
+76.3%
+1,352.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +4.0% |
| 7D | +7.6% | -5.7% | +13.2% | +11.1% |
| 30D | -8.6% | +4.2% | -12.8% | -11.7% |
| 3M | -37.0% | +27.9% | -64.9% | -47.2% |
| 6M | +7.4% | +37.1% | -29.7% | -18.9% |
| YTD | +43.7% | -7.4% | +51.1% | +38.6% |
| 1Y | +86.1% | -19.6% | +105.7% | +95.4% |
| 3Y | +733.8% | +33.2% | +700.6% | +525.9% |
| All | +1,428.7% | +76.3% | +1,352.4% | +889.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling