-18.0%
MOS vs WING
-65.5%
+47.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +9.5% | -3.9% | +13.4% | +9.5% |
| 30D | +10.4% | -11.6% | +22.0% | +10.5% |
| 3M | +12.9% | -24.2% | +37.1% | +13.1% |
| 6M | +1.2% | -54.1% | +55.3% | +1.1% |
| YTD | +9.3% | -53.9% | +63.2% | +8.8% |
| 1Y | -18.0% | -64.4% | +46.4% | -19.7% |
| All | -18.0% | -65.5% | +47.6% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling