-36.5%
MOS vs WING
+667.7%
-704.2%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.4% |
| 7D | +22.5% | +14.0% | +8.5% | +20.3% |
| 30D | +6.6% | +47.7% | -41.1% | +0.5% |
| 3M | -3.8% | +34.2% | -38.0% | -8.6% |
| 6M | -2.2% | +13.6% | -15.8% | -5.2% |
| YTD | -4.8% | -30.0% | +25.3% | -2.1% |
| 1Y | -11.7% | -33.9% | +22.2% | -8.6% |
| 3Y | -26.5% | -18.7% | -7.8% | -31.4% |
| 5Y | -32.2% | +5.5% | -37.7% | -42.8% |
| 10Y | +10.2% | +696.2% | -686.0% | -50.9% |
| All | -36.5% | +667.7% | -704.2% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling