-22.3%
MOH vs WING
-33.2%
+10.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.0% | -4.0% | +1.4% |
| 7D | +1.7% | +7.2% | -5.5% | +1.0% |
| 30D | -0.9% | +4.8% | -5.7% | -1.4% |
| 3M | +5.7% | -23.7% | +29.4% | +8.1% |
| 6M | +39.1% | -43.6% | +82.7% | +45.3% |
| YTD | +17.7% | -50.6% | +68.3% | +23.7% |
| 1Y | +8.4% | -57.0% | +65.4% | +15.0% |
| 3Y | -36.6% | -28.3% | -8.3% | -38.5% |
| All | -22.3% | -33.2% | +10.8% | -25.8% |
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 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