+73.2%
WFC vs MSTZ
-99.3%
+172.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +1.0% |
| 7D | +3.8% | -29.7% | +33.5% | +2.5% |
| 30D | +1.5% | -65.3% | +66.8% | -2.7% |
| 3M | +10.9% | -57.3% | +68.2% | +8.8% |
| 6M | +8.4% | -61.6% | +70.1% | +6.8% |
| YTD | -1.9% | -78.3% | +76.4% | -4.0% |
| 1Y | +12.3% | -30.2% | +42.6% | +20.5% |
| All | +73.2% | -99.3% | +172.5% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling