+526.8%
MSTR vs WMB
+265.8%
+261.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.2% |
| 7D | -10.7% | -6.9% | -3.8% | -8.3% |
| 30D | -21.6% | -7.2% | -14.4% | -19.5% |
| 3M | +24.4% | -5.4% | +29.8% | +25.7% |
| 6M | -35.5% | -4.9% | -30.6% | -35.7% |
| YTD | -20.3% | +14.7% | -35.0% | -27.5% |
| 1Y | -49.3% | +14.7% | -64.0% | -54.0% |
| 3Y | +137.8% | +116.4% | +21.4% | +65.0% |
| 5Y | +48.3% | +198.5% | -150.2% | -6.7% |
| 10Y | +526.8% | +266.3% | +260.5% | +221.9% |
| All | +526.8% | +265.8% | +261.0% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling