+19.5%
WMB vs MTSI
+35.9%
-16.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +0.1% |
| 7D | +7.8% | +10.0% | -2.2% | +6.6% |
| 30D | -5.1% | -20.3% | +15.2% | -3.7% |
| 3M | -4.7% | -24.4% | +19.7% | -3.4% |
| 6M | -7.4% | -39.2% | +31.8% | -5.2% |
| YTD | +17.5% | +35.5% | -18.0% | +15.5% |
| 1Y | +19.5% | +43.0% | -23.6% | +15.9% |
| All | +19.5% | +35.9% | -16.4% | +15.9% |
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