-26.6%
WULF vs MSI
+98.7%
-125.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.7% |
| 7D | +15.6% | -4.0% | +19.6% | +18.4% |
| 30D | +5.7% | -0.5% | +6.2% | +5.3% |
| 3M | -32.3% | +11.4% | -43.7% | -38.3% |
| 6M | +23.7% | +1.0% | +22.7% | +20.4% |
| YTD | +49.1% | +20.7% | +28.4% | +26.5% |
| 1Y | +66.3% | -2.7% | +69.0% | +65.3% |
| 3Y | +851.7% | +68.2% | +783.5% | +502.8% |
| All | -26.6% | +98.7% | -125.4% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling