+120.4%
MSTR vs WMB
+275.1%
-154.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +12.2% | +0.6% | +11.6% | +11.6% |
| 30D | +45.2% | +3.3% | +41.9% | +40.2% |
| 3M | +10.4% | +3.1% | +7.3% | +4.7% |
| 6M | -2.5% | -0.7% | -1.8% | -5.4% |
| YTD | -6.0% | +25.2% | -31.2% | -24.9% |
| 1Y | -56.4% | +32.9% | -89.3% | -67.4% |
| 3Y | +306.3% | +140.6% | +165.7% | +80.0% |
| All | +120.4% | +275.1% | -154.7% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling