+185.6%
MOH vs WING
+412.2%
-226.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | -4.2% | -2.3% | -1.9% | -3.9% |
| 30D | -2.4% | -5.6% | +3.3% | -1.6% |
| 3M | -4.4% | -22.9% | +18.5% | -0.9% |
| 6M | +32.9% | -50.4% | +83.4% | +46.0% |
| YTD | +11.9% | -53.3% | +65.2% | +23.0% |
| 1Y | +6.9% | -61.2% | +68.2% | +20.5% |
| 3Y | -39.4% | -30.1% | -9.4% | -41.6% |
| 5Y | -25.0% | -35.0% | +10.1% | -29.5% |
| 10Y | +244.9% | +375.5% | -130.7% | +100.6% |
| All | +185.6% | +412.2% | -226.7% | +57.7% |
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