+126.9%
WULF vs MTSI
+1,208.2%
-1,081.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +10.3% | -4.0% | +3.5% |
| 7D | +14.2% | +7.2% | +7.0% | +12.3% |
| 30D | -0.1% | -18.4% | +18.4% | +6.1% |
| 3M | -20.2% | -16.7% | -3.5% | -15.7% |
| 6M | -42.8% | -31.7% | -11.1% | -36.5% |
| YTD | +16.3% | +45.9% | -29.6% | +7.9% |
| 1Y | +8.0% | +47.0% | -39.0% | +0.4% |
| 3Y | +1,263.3% | +224.1% | +1,039.2% | +1,025.9% |
| 5Y | -53.5% | +238.5% | -292.0% | -62.1% |
| 10Y | +42.6% | +512.7% | -470.1% | +12.2% |
| All | +126.9% | +1,208.2% | -1,081.3% | +69.8% |
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