+39.2%
WULF vs MTSI
+498.4%
-459.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.8% |
| 7D | +29.4% | +29.1% | +0.3% | +18.4% |
| 30D | -1.3% | -20.4% | +19.1% | +7.4% |
| 3M | -24.1% | -20.9% | -3.2% | -17.4% |
| 6M | -42.8% | -32.3% | -10.6% | -34.5% |
| YTD | +13.5% | +43.5% | -30.0% | +2.8% |
| 1Y | +3.2% | +43.8% | -40.6% | -6.2% |
| 3Y | +1,230.6% | +218.8% | +1,011.9% | +930.9% |
| 5Y | -54.1% | +228.3% | -282.4% | -65.2% |
| All | +39.2% | +498.4% | -459.2% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling