+1.8%
WFC vs MSTU
-91.0%
+92.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +0.4% |
| 7D | +0.9% | -21.7% | +22.6% | +1.2% |
| 30D | +3.3% | -42.8% | +46.0% | +4.0% |
| 3M | -1.4% | +21.4% | -22.9% | -2.3% |
| 6M | +14.7% | -74.1% | +88.8% | +17.6% |
| YTD | -5.9% | -72.4% | +66.5% | -7.9% |
| 1Y | +1.8% | -90.1% | +91.9% | +5.9% |
| All | +1.8% | -91.0% | +92.8% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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