+3.9%
WFC vs MTSI
+35.9%
-32.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +0.5% |
| 7D | +2.5% | +10.0% | -7.5% | +2.3% |
| 30D | +7.0% | -20.3% | +27.3% | +7.3% |
| 3M | -1.8% | -24.4% | +22.7% | -1.4% |
| 6M | +18.4% | -39.2% | +57.6% | +18.6% |
| YTD | -5.6% | +35.5% | -41.1% | -11.3% |
| 1Y | +3.9% | +43.0% | -39.2% | -3.9% |
| All | +3.9% | +35.9% | -32.0% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling