+677.6%
MKSI vs WING
+412.2%
+265.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.7% |
| 7D | +6.6% | -2.3% | +8.9% | +7.3% |
| 30D | -8.2% | -5.6% | -2.6% | -7.5% |
| 3M | -16.4% | -22.9% | +6.5% | -11.4% |
| 6M | +23.0% | -50.4% | +73.4% | +45.6% |
| YTD | +68.2% | -53.3% | +121.5% | +98.4% |
| 1Y | +148.6% | -61.2% | +209.8% | +206.8% |
| 3Y | +196.0% | -30.1% | +226.0% | +187.1% |
| 5Y | +87.4% | -35.0% | +122.4% | +75.2% |
| 10Y | +523.8% | +375.5% | +148.3% | +274.9% |
| All | +677.6% | +412.2% | +265.4% | +351.8% |
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 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