+56.9%
WMB vs MSTU
-90.1%
+146.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.1% | +8.8% | +3.8% |
| 7D | -6.7% | -9.3% | +2.6% | -6.5% |
| 30D | -8.6% | -38.3% | +29.7% | -7.9% |
| 3M | -4.9% | +24.0% | -29.0% | -6.0% |
| 6M | -6.3% | -72.1% | +65.8% | -3.8% |
| YTD | +13.0% | -70.2% | +83.2% | +14.3% |
| 1Y | +14.9% | -89.6% | +104.5% | +20.8% |
| All | +56.9% | -90.1% | +146.9% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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