+142.3%
WMB vs MTSI
+224.7%
-82.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.3% |
| 7D | +0.6% | +1.4% | -0.8% | +0.4% |
| 30D | +3.3% | +2.1% | +1.2% | +2.5% |
| 3M | +3.1% | -29.7% | +32.9% | +7.0% |
| 6M | -0.7% | +12.5% | -13.2% | -4.6% |
| YTD | +25.2% | +57.0% | -31.9% | +13.7% |
| 1Y | +32.9% | +103.9% | -71.1% | +14.8% |
| All | +142.3% | +224.7% | -82.4% | +95.0% |
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