-57.9%
WULF vs MTSI
+183.3%
-241.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +10.8% | +2.0% | +3.8% |
| 7D | -3.1% | -10.0% | +6.9% | +5.9% |
| 30D | -21.0% | -37.2% | +16.1% | +15.2% |
| 3M | -35.5% | -30.1% | -5.4% | -15.2% |
| 6M | -55.8% | -31.9% | -23.9% | -43.4% |
| YTD | -1.0% | +23.2% | -24.2% | -27.2% |
| 1Y | -20.4% | +26.4% | -46.8% | -42.1% |
| 3Y | +972.6% | +186.2% | +786.5% | +263.5% |
| All | -57.9% | +183.3% | -241.2% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling