+422.4%
WMB vs MTSI
+1,308.1%
-885.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.4% |
| 7D | +0.6% | +1.4% | -0.8% | +0.3% |
| 30D | +3.3% | +2.1% | +1.2% | +2.4% |
| 3M | +3.1% | -29.7% | +32.9% | +8.1% |
| 6M | -0.7% | +12.5% | -13.2% | -5.0% |
| YTD | +25.2% | +57.0% | -31.9% | +12.4% |
| 1Y | +32.9% | +103.9% | -71.1% | +13.2% |
| 3Y | +140.6% | +223.6% | -83.0% | +83.9% |
| 5Y | +273.5% | +321.6% | -48.1% | +165.6% |
| 10Y | +334.2% | +517.7% | -183.5% | +148.1% |
| All | +422.4% | +1,308.1% | -885.7% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling