+1,252.0%
MSTR vs WMB
+778.7%
+473.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | +0.6% | +11.6% | +12.0% |
| 30D | +45.2% | +3.3% | +41.9% | +43.6% |
| 3M | +10.4% | +3.1% | +7.3% | +8.8% |
| 6M | -2.5% | -0.7% | -1.8% | -3.2% |
| YTD | -6.0% | +25.2% | -31.2% | -11.4% |
| 1Y | -56.4% | +32.9% | -89.3% | -59.5% |
| 3Y | +306.3% | +140.6% | +165.7% | +233.9% |
| 5Y | +100.5% | +273.5% | -173.0% | +52.4% |
| 10Y | +741.1% | +334.2% | +406.9% | +495.1% |
| All | +1,252.0% | +778.7% | +473.2% | +523.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling