+266.3%
WMB vs MSI
+670.3%
-404.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -6.9% | +7.4% | -14.3% | -9.4% |
| 30D | -7.2% | +18.7% | -25.9% | -12.9% |
| 3M | -5.4% | +14.5% | -19.9% | -10.2% |
| 6M | -4.9% | +38.1% | -43.0% | -16.2% |
| YTD | +14.7% | +38.7% | -24.0% | +0.2% |
| 1Y | +14.7% | +35.4% | -20.7% | +1.1% |
| 3Y | +116.4% | +75.1% | +41.3% | +69.6% |
| 5Y | +198.5% | +126.4% | +72.1% | +106.1% |
| 10Y | +266.3% | +671.4% | -405.1% | +60.9% |
| All | +266.3% | +670.3% | -404.0% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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