+118.7%
WFC vs MTSI
+153.8%
-35.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -18.4% | +15.3% | -1.0% |
| 7D | 0.0% | -24.6% | +24.6% | +2.9% |
| 30D | +4.0% | -45.7% | +49.8% | +11.0% |
| 3M | -4.4% | -27.7% | +23.4% | -2.2% |
| 6M | +7.4% | -37.3% | +44.7% | +9.8% |
| YTD | -7.5% | +11.1% | -18.6% | -16.0% |
| 1Y | -0.3% | +27.2% | -27.5% | -12.4% |
| All | +118.7% | +153.8% | -35.1% | +58.2% |
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