+101.1%
WMB vs MTSI
+153.8%
-52.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -18.4% | +13.0% | -2.8% |
| 7D | -14.2% | -24.6% | +10.4% | -11.0% |
| 30D | -11.2% | -45.7% | +34.5% | -4.4% |
| 3M | -9.9% | -27.7% | +17.9% | -6.9% |
| 6M | -14.4% | -37.3% | +22.9% | -10.8% |
| YTD | +9.2% | +11.1% | -1.9% | +3.3% |
| 1Y | +15.1% | +27.2% | -12.1% | +6.0% |
| All | +101.1% | +153.8% | -52.7% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling