+1.7%
WFC vs MSI
+36.2%
-34.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +1.7% | +2.6% | -0.9% | +1.5% |
| 30D | +6.8% | +18.1% | -11.3% | +5.2% |
| 3M | -3.0% | +13.2% | -16.2% | -4.2% |
| 6M | +15.4% | +36.3% | -20.9% | +11.7% |
| YTD | -5.9% | +39.5% | -45.4% | -8.6% |
| 1Y | +1.7% | +36.9% | -35.2% | +0.2% |
| All | +1.7% | +36.2% | -34.5% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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