+339.9%
WULF vs MSTU
-86.5%
+426.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -8.6% | +16.8% | +10.5% |
| 7D | +21.9% | +16.1% | +5.8% | +15.7% |
| 30D | +4.6% | +68.7% | -64.1% | -12.7% |
| 3M | -30.9% | -11.0% | -19.9% | -34.8% |
| 6M | +29.9% | -33.4% | +63.3% | +26.3% |
| YTD | +55.4% | -59.5% | +115.0% | +61.7% |
| 1Y | +94.1% | -93.4% | +187.5% | +216.4% |
| All | +339.9% | -86.5% | +426.4% | +528.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling