+132.9%
WFC vs MAS
+29.0%
+103.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.3% |
| 7D | +3.8% | -0.8% | +4.5% | +4.0% |
| 30D | +1.5% | -5.6% | +7.0% | +3.1% |
| 3M | +10.9% | +4.4% | +6.4% | +8.6% |
| 6M | +8.4% | +7.2% | +1.2% | +4.8% |
| YTD | -1.9% | +16.1% | -18.0% | -8.4% |
| 1Y | +12.3% | +0.1% | +12.2% | +10.3% |
| All | +132.9% | +29.0% | +103.9% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling