+126.9%
WFC vs MTSI
+211.6%
-84.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.0% | -7.2% | +0.9% |
| 7D | +0.1% | +3.5% | -3.4% | -0.5% |
| 30D | +2.9% | -30.3% | +33.2% | +6.7% |
| 3M | -1.4% | -26.0% | +24.6% | +0.9% |
| 6M | +14.3% | -36.1% | +50.4% | +18.1% |
| YTD | -6.2% | +34.3% | -40.5% | -16.7% |
| 1Y | +1.6% | +35.3% | -33.7% | -10.1% |
| 3Y | +126.9% | +217.6% | -90.7% | +61.4% |
| All | +126.9% | +211.6% | -84.7% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling