+7.6%
MOS vs WING
+679.4%
-671.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | +21.6% | +9.0% | +12.5% | +20.3% |
| 30D | +12.0% | +39.9% | -28.0% | +6.9% |
| 3M | -3.9% | +40.4% | -44.3% | -8.8% |
| 6M | -3.3% | +12.9% | -16.2% | -5.9% |
| YTD | -4.6% | -31.1% | +26.4% | -1.9% |
| 1Y | -7.0% | -32.7% | +25.7% | -4.2% |
| 3Y | -24.4% | -19.8% | -4.6% | -29.2% |
| 5Y | -32.1% | +4.0% | -36.1% | -42.0% |
| All | +7.6% | +679.4% | -671.8% | -47.0% |
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