-2.6%
MOS vs WING
+654.4%
-656.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | +5.5% | -0.5% | +6.0% | +5.5% |
| 30D | +21.0% | +32.3% | -11.3% | +16.3% |
| 3M | -0.5% | +50.2% | -50.6% | -6.5% |
| 6M | +6.6% | +31.7% | -25.1% | +1.5% |
| YTD | -2.8% | -29.6% | +26.8% | -0.3% |
| 1Y | -8.1% | -29.7% | +21.6% | -5.9% |
| 3Y | -25.6% | -19.8% | -5.8% | -30.2% |
| 5Y | -29.8% | +3.1% | -32.8% | -39.7% |
| All | -2.6% | +654.4% | -656.9% | -53.1% |
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