+280.9%
WMB vs MTSI
+539.0%
-258.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.3% | -8.2% | +0.5% |
| 7D | +1.6% | +7.2% | -5.6% | +0.1% |
| 30D | -7.1% | -18.4% | +11.4% | -4.7% |
| 3M | -4.0% | -16.7% | +12.7% | -2.5% |
| 6M | -5.7% | -31.7% | +26.0% | -2.3% |
| YTD | +17.2% | +45.9% | -28.7% | +6.2% |
| 1Y | +17.2% | +47.0% | -29.8% | +5.9% |
| 3Y | +121.1% | +224.1% | -103.0% | +70.9% |
| 5Y | +197.2% | +238.5% | -41.3% | +122.9% |
| 10Y | +280.9% | +512.7% | -231.8% | +114.8% |
| All | +280.9% | +539.0% | -258.1% | +114.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling