-24.5%
MOS vs WING
-18.5%
-6.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.3% |
| 7D | +22.5% | +14.0% | +8.5% | +22.2% |
| 30D | +6.6% | +47.7% | -41.1% | +6.0% |
| 3M | -3.8% | +34.2% | -38.0% | -4.2% |
| 6M | -2.2% | +13.6% | -15.8% | -2.2% |
| YTD | -4.8% | -30.0% | +25.3% | -3.9% |
| 1Y | -11.7% | -33.9% | +22.2% | -10.8% |
| All | -24.5% | -18.5% | -6.0% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling