+284.4%
WFC vs MTSI
+1,120.6%
-836.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | +4.5% | -10.7% | +15.1% | +6.3% |
| 30D | +7.4% | -29.0% | +36.3% | +12.7% |
| 3M | -0.5% | -14.7% | +14.2% | +0.4% |
| 6M | +11.7% | -20.1% | +31.8% | +12.3% |
| YTD | -4.6% | +36.1% | -40.8% | -13.6% |
| 1Y | +2.5% | +61.7% | -59.2% | -10.2% |
| 3Y | +123.9% | +210.7% | -86.7% | +70.2% |
| 5Y | +94.3% | +212.8% | -118.5% | +44.5% |
| 10Y | +156.0% | +519.2% | -363.2% | +51.1% |
| All | +284.4% | +1,120.6% | -836.2% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling