-9.6%
MOS vs WING
-34.0%
+24.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +9.5% | -3.9% | +13.4% | +9.8% |
| 30D | +10.4% | -11.6% | +22.0% | +11.0% |
| 3M | +12.9% | -24.2% | +37.1% | +14.3% |
| 6M | +1.2% | -54.1% | +55.3% | +5.1% |
| YTD | +9.3% | -53.9% | +63.2% | +13.1% |
| 1Y | -18.0% | -64.4% | +46.4% | -13.8% |
| 3Y | -29.0% | -30.2% | +1.2% | -31.6% |
| All | -9.6% | -34.0% | +24.4% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling