+5,376.0%
WMB vs MSI
+4,035.2%
+1,340.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +0.6% | -3.7% | +4.3% | +1.8% |
| 30D | +3.3% | +6.8% | -3.6% | +0.9% |
| 3M | +3.1% | +14.3% | -11.2% | -1.6% |
| 6M | -0.7% | -1.6% | +0.9% | -1.0% |
| YTD | +25.2% | +22.8% | +2.4% | +16.0% |
| 1Y | +32.9% | -1.1% | +34.0% | +31.6% |
| 3Y | +140.6% | +70.5% | +70.1% | +98.1% |
| 5Y | +273.5% | +102.8% | +170.7% | +185.9% |
| 10Y | +334.2% | +597.4% | -263.2% | +118.8% |
| All | +5,376.0% | +4,035.2% | +1,340.8% | +1,310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling