+23.7%
WMB vs MTSI
+59.5%
-35.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.3% |
| 7D | -8.6% | -10.7% | +2.0% | -7.7% |
| 30D | -4.2% | -29.0% | +24.8% | -1.7% |
| 3M | -4.4% | -14.7% | +10.3% | -3.6% |
| 6M | -8.7% | -20.1% | +11.4% | -7.9% |
| YTD | +15.4% | +36.1% | -20.7% | +11.5% |
| 1Y | +23.7% | +61.7% | -38.0% | +17.2% |
| All | +23.7% | +59.5% | -35.8% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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