+86.1%
WULF vs MSTU
-92.8%
+178.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.5% |
| 7D | +7.6% | +21.3% | -13.8% | +1.8% |
| 30D | -8.6% | +90.8% | -99.4% | -23.9% |
| 3M | -37.0% | -6.8% | -30.2% | -39.1% |
| 6M | +7.4% | -39.8% | +47.2% | +11.1% |
| YTD | +43.7% | -55.7% | +99.4% | +48.1% |
| 1Y | +86.1% | -92.7% | +178.8% | +141.9% |
| All | +86.1% | -92.8% | +178.9% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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