+372.6%
MCO vs WING
+379.2%
-6.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -7.3% | +0.2% | -7.5% | -7.4% |
| 30D | -1.7% | -0.5% | -1.2% | -2.0% |
| 3M | +3.9% | -23.9% | +27.8% | +9.1% |
| 6M | +3.8% | -48.9% | +52.7% | +17.9% |
| YTD | -7.9% | -53.3% | +45.4% | +5.7% |
| 1Y | -6.8% | -60.3% | +53.5% | +10.0% |
| 3Y | +40.9% | -30.1% | +71.0% | +34.2% |
| 5Y | +27.5% | -36.2% | +63.7% | +17.2% |
| All | +372.6% | +379.2% | -6.6% | +186.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling