+200.8%
WMB vs MSI
+124.3%
+76.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +7.8% | +3.2% | +4.6% | +7.0% |
| 30D | -5.1% | +17.6% | -22.7% | -8.8% |
| 3M | -4.7% | +14.5% | -19.2% | -7.9% |
| 6M | -7.4% | +34.3% | -41.7% | -14.4% |
| YTD | +17.5% | +39.7% | -22.3% | +6.9% |
| 1Y | +19.5% | +40.2% | -20.7% | +8.6% |
| 3Y | +121.3% | +77.1% | +44.1% | +87.4% |
| All | +200.8% | +124.3% | +76.5% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling