+92.0%
WFC vs MTSI
+247.2%
-155.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.3% | -10.3% | -1.6% |
| 7D | -1.3% | +7.2% | -8.5% | -2.9% |
| 30D | +3.6% | -18.4% | +22.0% | +6.1% |
| 3M | -1.3% | -16.7% | +15.4% | 0.0% |
| 6M | +18.0% | -31.7% | +49.7% | +22.2% |
| YTD | -5.9% | +45.9% | -51.7% | -19.6% |
| 1Y | +1.8% | +47.0% | -45.2% | -13.4% |
| 3Y | +125.0% | +224.1% | -99.1% | +45.9% |
| 5Y | +92.0% | +238.5% | -146.6% | +12.4% |
| All | +92.0% | +247.2% | -155.3% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling