+142.9%
WFC vs MTSI
+448.7%
-305.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.3% | -2.2% |
| 7D | +1.2% | -10.0% | +11.2% | +2.6% |
| 30D | +5.2% | -37.2% | +42.4% | +12.6% |
| 3M | -3.0% | -30.1% | +27.0% | +1.2% |
| 6M | +6.2% | -31.9% | +38.1% | +9.3% |
| YTD | -7.9% | +23.2% | -31.1% | -16.2% |
| 1Y | +0.3% | +26.4% | -26.1% | -9.4% |
| 3Y | +117.7% | +186.2% | -68.4% | +62.8% |
| 5Y | +88.4% | +187.0% | -98.7% | +37.4% |
| All | +142.9% | +448.7% | -305.8% | +43.5% |
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