+264.5%
WMB vs MTSI
+448.7%
-184.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.8% | -11.1% | -2.0% |
| 7D | -13.8% | -10.0% | -3.8% | -12.6% |
| 30D | -10.3% | -37.2% | +26.9% | -4.2% |
| 3M | -10.1% | -30.1% | +20.0% | -6.1% |
| 6M | -11.8% | -31.9% | +20.1% | -8.7% |
| YTD | +8.9% | +23.2% | -14.2% | +1.5% |
| 1Y | +14.0% | +26.4% | -12.4% | +5.6% |
| 3Y | +100.5% | +186.2% | -85.6% | +58.1% |
| 5Y | +179.5% | +187.0% | -7.5% | +115.3% |
| All | +264.5% | +448.7% | -184.2% | +116.3% |
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