+266.3%
WMB vs MTSI
+454.4%
-188.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +1.8% |
| 7D | -6.9% | -3.8% | -3.1% | -6.6% |
| 30D | -7.2% | -31.4% | +24.2% | -2.2% |
| 3M | -5.4% | -23.8% | +18.3% | -2.5% |
| 6M | -4.9% | -37.1% | +32.2% | -0.1% |
| YTD | +14.7% | +32.2% | -17.5% | +5.7% |
| 1Y | +14.7% | +26.9% | -12.2% | +6.2% |
| 3Y | +116.4% | +193.7% | -77.4% | +70.1% |
| 5Y | +198.5% | +218.0% | -19.5% | +126.4% |
| 10Y | +266.3% | +477.8% | -211.5% | +110.6% |
| All | +266.3% | +454.4% | -188.1% | +110.6% |
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