-7.0%
MOS vs WING
+620.6%
-627.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.1% | -4.0% |
| 7D | -2.6% | -3.9% | +1.4% | -2.1% |
| 30D | +13.5% | +26.6% | -13.2% | +9.8% |
| 3M | -2.9% | +42.5% | -45.4% | -8.1% |
| 6M | -1.0% | +29.4% | -30.4% | -5.5% |
| YTD | -7.2% | -32.8% | +25.6% | -4.2% |
| 1Y | -11.4% | -33.5% | +22.1% | -8.6% |
| 3Y | -29.0% | -23.4% | -5.6% | -33.0% |
| 5Y | -34.0% | -0.4% | -33.6% | -43.2% |
| All | -7.0% | +620.6% | -627.6% | -55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling