+646.5%
MA vs WING
+656.3%
-9.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +2.3% | +9.0% | -6.7% | +0.8% |
| 30D | +14.7% | +39.9% | -25.3% | +8.0% |
| 3M | +13.5% | +40.4% | -26.9% | +6.1% |
| 6M | +33.1% | +12.9% | +20.2% | +28.2% |
| YTD | +15.1% | -31.1% | +46.1% | +19.5% |
| 1Y | +18.7% | -32.7% | +51.4% | +23.5% |
| 3Y | +72.1% | -19.8% | +91.9% | +62.3% |
| 5Y | +92.8% | +4.0% | +88.8% | +63.9% |
| 10Y | +571.6% | +684.4% | -112.8% | +281.9% |
| All | +646.5% | +656.3% | -9.9% | +313.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling