+82.7%
WULF vs MSI
+605.3%
-522.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | -2.6% | -0.8% | -1.9% | -2.7% |
| 3M | -34.0% | +13.9% | -47.9% | -37.5% |
| 6M | +10.0% | +1.3% | +8.6% | +8.4% |
| YTD | +45.7% | +22.3% | +23.4% | +34.0% |
| 1Y | +57.3% | -3.9% | +61.2% | +57.4% |
| 3Y | +878.9% | +69.9% | +809.1% | +715.5% |
| 5Y | -28.3% | +103.8% | -132.1% | -44.0% |
| All | +82.7% | +605.3% | -522.6% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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