+303.7%
WMB vs MSI
+595.6%
-292.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +0.6% | -3.7% | +4.3% | +1.9% |
| 30D | +3.3% | +6.8% | -3.6% | +0.6% |
| 3M | +3.1% | +14.3% | -11.2% | -2.3% |
| 6M | -0.7% | -1.6% | +0.9% | -0.9% |
| YTD | +25.2% | +22.8% | +2.4% | +14.5% |
| 1Y | +32.9% | -1.1% | +34.0% | +31.7% |
| 3Y | +140.6% | +70.5% | +70.1% | +89.7% |
| 5Y | +273.5% | +102.8% | +170.7% | +168.2% |
| All | +303.7% | +595.6% | -292.0% | +90.6% |
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