+129.3%
WFC vs MTSI
+320.9%
-191.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.2% |
| 7D | +3.8% | +1.4% | +2.4% | +3.5% |
| 30D | +1.5% | +2.1% | -0.6% | +0.4% |
| 3M | +10.9% | -29.7% | +40.6% | +16.9% |
| 6M | +8.4% | +12.5% | -4.1% | +1.5% |
| YTD | -1.9% | +57.0% | -58.9% | -16.0% |
| 1Y | +12.3% | +103.9% | -91.6% | -10.9% |
| 3Y | +132.3% | +223.6% | -91.2% | +53.9% |
| All | +129.3% | +320.9% | -191.5% | +28.0% |
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