+5,026.7%
WMB vs MSI
+4,640.9%
+385.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.7% |
| 7D | +1.6% | +7.7% | -6.1% | -0.9% |
| 30D | -7.1% | +19.9% | -27.0% | -12.5% |
| 3M | -4.0% | +14.9% | -18.9% | -8.4% |
| 6M | -5.7% | +37.2% | -43.0% | -15.5% |
| YTD | +17.2% | +40.8% | -23.6% | +3.7% |
| 1Y | +17.2% | +38.1% | -20.9% | +4.3% |
| 3Y | +121.1% | +77.7% | +43.4% | +79.6% |
| 5Y | +197.2% | +129.0% | +68.2% | +118.7% |
| 10Y | +280.9% | +671.3% | -390.4% | +85.5% |
| All | +5,026.7% | +4,640.9% | +385.9% | +1,161.0% |
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