+13.8%
WFC vs MSTZ
-12.4%
+26.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.6% | -6.8% | -0.2% |
| 7D | +0.3% | +24.8% | -24.5% | +0.6% |
| 30D | +2.3% | -59.2% | +61.5% | +1.1% |
| 3M | +9.8% | -56.9% | +66.6% | +9.0% |
| 6M | +15.6% | -57.6% | +73.1% | +14.5% |
| YTD | -2.4% | -73.6% | +71.1% | -4.5% |
| 1Y | +13.8% | -15.6% | +29.4% | +12.5% |
| All | +13.8% | -12.4% | +26.2% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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