+84.3%
MKSI vs WING
-33.2%
+117.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.0% | -3.9% | +0.5% |
| 7D | +2.7% | +7.2% | -4.5% | +0.8% |
| 30D | -12.8% | +4.8% | -17.6% | -14.5% |
| 3M | -22.5% | -23.7% | +1.2% | -17.9% |
| 6M | +19.4% | -43.6% | +63.0% | +36.2% |
| YTD | +67.7% | -50.6% | +118.3% | +94.1% |
| 1Y | +131.4% | -57.0% | +188.4% | +177.2% |
| 3Y | +197.3% | -28.3% | +225.6% | +176.4% |
| All | +84.3% | -33.2% | +117.5% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling