+68.5%
MA vs WING
-23.4%
+91.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | -0.8% |
| 7D | -0.5% | -3.9% | +3.4% | -0.2% |
| 30D | +7.9% | +26.6% | -18.7% | +5.6% |
| 3M | +16.8% | +42.5% | -25.7% | +12.8% |
| 6M | +31.0% | +29.4% | +1.6% | +27.2% |
| YTD | +15.0% | -32.8% | +47.8% | +17.6% |
| 1Y | +17.0% | -33.5% | +50.5% | +19.6% |
| All | +68.5% | -23.4% | +91.9% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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