+69.3%
WFC vs MSTZ
-99.2%
+168.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.2% | -10.4% | -1.9% |
| 7D | +1.1% | -25.4% | +26.4% | +0.1% |
| 30D | +0.8% | -60.9% | +61.7% | -2.7% |
| 3M | +9.3% | -54.2% | +63.4% | +7.6% |
| 6M | +10.6% | -65.0% | +75.6% | +8.2% |
| YTD | -4.1% | -76.5% | +72.4% | -5.8% |
| 1Y | +13.6% | -23.4% | +37.0% | +22.4% |
| All | +69.3% | -99.2% | +168.5% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling