+280.9%
WMB vs MSI
+683.5%
-402.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.6% |
| 7D | +1.6% | +7.7% | -6.1% | -1.2% |
| 30D | -7.1% | +19.9% | -27.0% | -13.1% |
| 3M | -4.0% | +14.9% | -18.9% | -8.9% |
| 6M | -5.7% | +37.2% | -43.0% | -16.8% |
| YTD | +17.2% | +40.8% | -23.6% | +1.8% |
| 1Y | +17.2% | +38.1% | -20.9% | +2.5% |
| 3Y | +121.1% | +77.7% | +43.4% | +72.3% |
| 5Y | +197.2% | +129.0% | +68.2% | +104.3% |
| 10Y | +280.9% | +671.3% | -390.4% | +65.4% |
| All | +280.9% | +683.5% | -402.5% | +65.4% |
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