+180.4%
WULF vs MTSI
+1,308.1%
-1,127.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.7% | +0.8% |
| 7D | +7.6% | +1.4% | +6.2% | +7.2% |
| 30D | -8.6% | +2.1% | -10.7% | -9.3% |
| 3M | -37.0% | -29.7% | -7.2% | -31.0% |
| 6M | +7.4% | +12.5% | -5.1% | +5.1% |
| YTD | +43.7% | +57.0% | -13.3% | +29.9% |
| 1Y | +86.1% | +103.9% | -17.8% | +58.6% |
| 3Y | +733.8% | +223.6% | +510.3% | +578.3% |
| 5Y | -33.6% | +321.6% | -355.1% | -47.5% |
| 10Y | +76.1% | +517.7% | -441.6% | +35.2% |
| All | +180.4% | +1,308.1% | -1,127.7% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling