+65.5%
WFC vs MSTU
-90.1%
+155.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.1% | +6.9% | +2.1% |
| 7D | +0.1% | -9.3% | +9.4% | +0.5% |
| 30D | +2.9% | -38.3% | +41.2% | +4.7% |
| 3M | -1.4% | +24.0% | -25.5% | -4.4% |
| 6M | +14.3% | -72.1% | +86.4% | +18.6% |
| YTD | -6.2% | -70.2% | +64.0% | -6.0% |
| 1Y | +1.6% | -89.6% | +91.2% | +8.4% |
| All | +65.5% | -90.1% | +155.6% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling