+259.9%
WMB vs MSI
+689.5%
-429.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +2.8% |
| 7D | -6.7% | +8.3% | -15.0% | -9.4% |
| 30D | -8.6% | +18.9% | -27.4% | -14.2% |
| 3M | -4.9% | +13.2% | -18.1% | -9.3% |
| 6M | -6.3% | +38.3% | -44.6% | -17.5% |
| YTD | +13.0% | +38.9% | -25.9% | -1.4% |
| 1Y | +14.9% | +36.7% | -21.8% | +0.9% |
| 3Y | +113.4% | +76.6% | +36.8% | +66.7% |
| 5Y | +190.2% | +124.5% | +65.7% | +101.1% |
| 10Y | +259.9% | +674.5% | -414.7% | +59.0% |
| All | +259.9% | +689.5% | -429.7% | +59.0% |
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