+118.2%
WFC vs MTSI
+454.4%
-336.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +0.9% | -3.8% | +4.7% | +1.1% |
| 30D | +3.3% | -31.4% | +34.6% | +8.9% |
| 3M | -1.4% | -23.8% | +22.3% | +1.3% |
| 6M | +14.7% | -37.1% | +51.8% | +20.2% |
| YTD | -5.9% | +32.2% | -38.1% | -15.5% |
| 1Y | +1.8% | +26.9% | -25.1% | -7.9% |
| 3Y | +124.9% | +193.7% | -68.8% | +67.6% |
| 5Y | +92.7% | +218.0% | -125.3% | +38.1% |
| 10Y | +118.2% | +477.8% | -359.5% | +22.7% |
| All | +118.2% | +454.4% | -336.2% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling