-27.2%
MOS vs WING
+405.9%
-433.0%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | +9.5% | -3.9% | +13.4% | +10.2% |
| 30D | +10.4% | -11.6% | +22.0% | +12.2% |
| 3M | +12.9% | -24.2% | +37.1% | +16.9% |
| 6M | +1.2% | -54.1% | +55.3% | +12.3% |
| YTD | +9.3% | -53.9% | +63.2% | +20.2% |
| 1Y | -18.0% | -64.4% | +46.4% | -6.4% |
| 3Y | -29.0% | -30.2% | +1.2% | -33.4% |
| 5Y | -9.6% | -34.1% | +24.5% | -17.7% |
| 10Y | +6.1% | +342.1% | -336.1% | -47.2% |
| All | -27.2% | +405.9% | -433.0% | -67.5% |
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