+17.2%
WMB vs MTSI
+41.9%
-24.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.3% | -8.2% | +1.0% |
| 7D | +1.6% | +7.2% | -5.6% | +0.5% |
| 30D | -7.1% | -18.4% | +11.4% | -6.1% |
| 3M | -4.0% | -16.7% | +12.7% | -3.5% |
| 6M | -5.7% | -31.7% | +26.0% | -4.4% |
| YTD | +17.2% | +45.9% | -28.7% | +13.3% |
| 1Y | +17.2% | +47.0% | -29.8% | +12.7% |
| All | +17.2% | +41.9% | -24.7% | +12.7% |
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