-31.2%
MOS vs WING
+9.2%
-40.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.4% | -6.6% | +1.4% |
| 7D | +19.7% | +8.6% | +11.1% | +19.1% |
| 30D | +21.5% | +44.8% | -23.3% | +19.3% |
| 3M | -0.4% | +51.9% | -52.4% | -2.7% |
| 6M | +4.5% | +37.2% | -32.7% | +2.7% |
| YTD | -2.9% | -25.3% | +22.4% | -1.9% |
| 1Y | -7.7% | -25.1% | +17.4% | -6.9% |
| 3Y | -25.6% | -12.9% | -12.7% | -28.6% |
| 5Y | -31.2% | +12.0% | -43.2% | -38.1% |
| All | -31.2% | +9.2% | -40.3% | -38.1% |
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 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