+8.0%
WULF vs MTSI
+41.9%
-33.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +10.3% | -4.0% | -1.1% |
| 7D | +14.2% | +7.2% | +7.0% | +8.1% |
| 30D | -0.1% | -18.4% | +18.4% | +14.1% |
| 3M | -20.2% | -16.7% | -3.5% | -11.1% |
| 6M | -42.8% | -31.7% | -11.1% | -29.0% |
| YTD | +16.3% | +45.9% | -29.6% | -21.3% |
| 1Y | +8.0% | +47.0% | -39.0% | -25.7% |
| All | +8.0% | +41.9% | -33.9% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling