+63.1%
WMB vs MSTZ
-99.2%
+162.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -0.4% |
| 7D | +7.8% | +30.8% | -23.0% | +8.3% |
| 30D | -5.1% | +41.2% | -46.3% | -4.4% |
| 3M | -4.7% | -60.9% | +56.2% | -5.6% |
| 6M | -7.4% | -15.7% | +8.3% | -5.3% |
| YTD | +17.5% | -75.2% | +92.7% | +18.3% |
| 1Y | +19.5% | -59.8% | +79.3% | +23.0% |
| All | +63.1% | -99.2% | +162.3% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling