+4,666.7%
WMB vs MSI
+4,457.4%
+209.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -13.8% | +4.7% | -18.5% | -15.2% |
| 30D | -10.3% | +14.8% | -25.1% | -14.4% |
| 3M | -10.1% | +8.8% | -18.9% | -12.7% |
| 6M | -11.8% | +19.3% | -31.2% | -17.5% |
| YTD | +8.9% | +35.3% | -26.4% | -2.4% |
| 1Y | +14.0% | +33.8% | -19.8% | +2.5% |
| 3Y | +100.5% | +74.4% | +26.1% | +63.8% |
| 5Y | +179.5% | +120.5% | +59.0% | +108.1% |
| 10Y | +272.7% | +685.2% | -412.4% | +80.5% |
| All | +4,666.7% | +4,457.4% | +209.3% | +1,087.2% |
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