+297.5%
WULF vs MSTU
-88.1%
+385.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.8% | +1.0% | -4.0% |
| 7D | -0.6% | -22.0% | +21.5% | +5.9% |
| 30D | -3.6% | +60.3% | -63.9% | -18.5% |
| 3M | -30.4% | -3.7% | -26.7% | -35.7% |
| 6M | +12.5% | -45.2% | +57.7% | +15.5% |
| YTD | +40.5% | -64.3% | +104.8% | +51.2% |
| 1Y | +53.0% | -94.0% | +147.0% | +156.4% |
| All | +297.5% | -88.1% | +385.6% | +487.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling