+972.6%
WULF vs MTSI
+181.3%
+791.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +10.8% | +2.0% | +4.2% |
| 7D | -3.1% | -10.0% | +6.9% | +5.6% |
| 30D | -21.0% | -37.2% | +16.1% | +13.3% |
| 3M | -35.5% | -30.1% | -5.4% | -16.0% |
| 6M | -55.8% | -31.9% | -23.9% | -43.8% |
| YTD | -1.0% | +23.2% | -24.2% | -26.4% |
| 1Y | -20.4% | +26.4% | -46.8% | -41.4% |
| 3Y | +972.6% | +186.2% | +786.5% | +322.6% |
| All | +972.6% | +181.3% | +791.3% | +322.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling