+307.9%
MAS vs WING
+667.7%
-359.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.2% |
| 7D | +4.6% | +14.0% | -9.4% | +2.0% |
| 30D | +19.9% | +47.7% | -27.8% | +11.1% |
| 3M | +8.9% | +34.2% | -25.3% | +2.1% |
| 6M | +20.2% | +13.6% | +6.6% | +15.4% |
| YTD | +33.9% | -30.0% | +63.9% | +39.2% |
| 1Y | +34.7% | -33.9% | +68.6% | +41.3% |
| 3Y | +60.4% | -18.7% | +79.1% | +52.1% |
| 5Y | +43.5% | +5.5% | +37.9% | +22.6% |
| 10Y | +226.7% | +696.2% | -469.5% | +74.6% |
| All | +307.9% | +667.7% | -359.8% | +117.2% |
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