+73.2%
WFC vs MSTU
-85.2%
+158.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.0% | +1.0% |
| 7D | +3.8% | +21.3% | -17.5% | +2.5% |
| 30D | +1.5% | +90.8% | -89.3% | -2.6% |
| 3M | +10.9% | -6.8% | +17.6% | +9.3% |
| 6M | +8.4% | -39.8% | +48.3% | +7.9% |
| YTD | -1.9% | -55.7% | +53.8% | -2.6% |
| 1Y | +12.3% | -92.7% | +105.0% | +23.8% |
| All | +73.2% | -85.2% | +158.4% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling