+66.1%
WFC vs MSTZ
-99.3%
+165.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | -0.1% |
| 7D | -1.3% | +31.0% | -32.3% | 0.0% |
| 30D | +3.6% | +34.0% | -30.4% | +5.4% |
| 3M | -1.3% | -67.7% | +66.4% | -4.7% |
| 6M | +18.0% | -14.9% | +32.9% | +22.2% |
| YTD | -5.9% | -79.1% | +73.2% | -7.1% |
| 1Y | +1.8% | -58.9% | +60.7% | +5.8% |
| All | +66.1% | -99.3% | +165.4% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling