+1,695.0%
WULF vs MSI
+1,034.9%
+660.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +7.6% | -3.7% | +11.3% | +7.9% |
| 30D | -8.6% | +6.8% | -15.5% | -9.2% |
| 3M | -37.0% | +14.3% | -51.3% | -37.8% |
| 6M | +7.4% | -1.6% | +9.0% | +7.3% |
| YTD | +43.7% | +22.8% | +20.9% | +40.9% |
| 1Y | +86.1% | -1.1% | +87.2% | +85.7% |
| 3Y | +733.8% | +70.5% | +663.4% | +699.5% |
| 5Y | -33.6% | +102.8% | -136.4% | -37.1% |
| 10Y | +76.1% | +597.4% | -521.4% | +56.7% |
| All | +1,695.0% | +1,034.9% | +660.0% | +1,494.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling