+23.7%
WMB vs MSTZ
-63.1%
+86.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.6% | +3.2% | -6.2% |
| 7D | -8.6% | +0.7% | -9.4% | -8.6% |
| 30D | -4.2% | +16.6% | -20.8% | -4.5% |
| 3M | -4.4% | -74.7% | +70.3% | -2.6% |
| 6M | -8.7% | -43.9% | +35.2% | -5.8% |
| YTD | +15.4% | -84.0% | +99.4% | +20.4% |
| 1Y | +23.7% | -65.1% | +88.8% | +30.6% |
| All | +23.7% | -63.1% | +86.8% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling