+100.5%
WMB vs MSI
+77.7%
+22.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -13.8% | +4.7% | -18.5% | -14.7% |
| 30D | -10.3% | +14.8% | -25.1% | -13.0% |
| 3M | -10.1% | +8.8% | -18.9% | -11.7% |
| 6M | -11.8% | +19.3% | -31.2% | -15.4% |
| YTD | +8.9% | +35.3% | -26.4% | +0.5% |
| 1Y | +14.0% | +33.8% | -19.8% | +5.5% |
| 3Y | +100.5% | +74.4% | +26.1% | +75.5% |
| All | +100.5% | +77.7% | +22.8% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling