+321.9%
WULF vs MSTZ
-99.2%
+421.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.5% | -9.5% | -2.7% |
| 7D | +15.6% | -23.6% | +39.1% | +10.4% |
| 30D | +5.7% | -60.7% | +66.5% | -12.4% |
| 3M | -32.3% | -58.3% | +26.0% | -39.5% |
| 6M | +23.7% | -60.0% | +83.7% | +18.6% |
| YTD | +49.1% | -75.2% | +124.3% | +46.5% |
| 1Y | +66.3% | -19.9% | +86.2% | +144.2% |
| All | +321.9% | -99.2% | +421.1% | +374.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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