+0.3%
WFC vs MAS
+32.0%
-31.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | +1.2% | +2.0% | -0.7% | +0.9% |
| 30D | +5.2% | +19.4% | -14.2% | +1.9% |
| 3M | -3.0% | +9.4% | -12.5% | -4.7% |
| 6M | +6.2% | +15.3% | -9.1% | +3.2% |
| YTD | -7.9% | +31.3% | -39.2% | -14.8% |
| 1Y | +0.3% | +34.9% | -34.6% | -8.1% |
| All | +0.3% | +32.0% | -31.7% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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