+132.9%
WFC vs MTSI
+224.7%
-91.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.4% |
| 7D | +3.8% | +1.4% | +2.4% | +3.6% |
| 30D | +1.5% | +2.1% | -0.6% | +0.7% |
| 3M | +10.9% | -29.7% | +40.6% | +15.2% |
| 6M | +8.4% | +12.5% | -4.1% | +2.7% |
| YTD | -1.9% | +57.0% | -58.9% | -13.3% |
| 1Y | +12.3% | +103.9% | -91.6% | -6.8% |
| All | +132.9% | +224.7% | -91.8% | +66.5% |
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 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