-11.1%
MOS vs WING
-33.5%
+22.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -2.0% | -2.7% | +0.7% | -1.9% |
| 30D | +15.3% | +29.3% | -14.0% | +16.2% |
| 3M | +1.5% | +39.9% | -38.4% | +2.5% |
| 6M | -2.0% | +32.4% | -34.4% | +0.4% |
| YTD | -6.5% | -32.9% | +26.4% | -7.0% |
| 1Y | -11.1% | -31.9% | +20.8% | -11.8% |
| All | -11.1% | -33.5% | +22.4% | -11.8% |
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