+278.8%
WMB vs MTSI
+320.9%
-42.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.4% |
| 3M | +3.1% | -29.7% | +32.9% | +7.4% |
| 6M | -0.7% | +12.5% | -13.2% | -4.8% |
| YTD | +25.2% | +57.0% | -31.9% | +13.1% |
| 1Y | +32.9% | +103.9% | -71.1% | +14.0% |
| 3Y | +140.6% | +223.6% | -83.0% | +86.9% |
| All | +278.8% | +320.9% | -42.1% | +174.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling