+271.6%
MRSH vs WING
+407.0%
-135.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -3.8% | -0.1% | -3.6% | -3.8% |
| 30D | -5.8% | -6.0% | +0.2% | -5.2% |
| 3M | +11.7% | -23.5% | +35.2% | +14.9% |
| 6M | -0.3% | -52.0% | +51.7% | +8.4% |
| YTD | -1.1% | -53.8% | +52.7% | +7.2% |
| 1Y | -9.5% | -63.8% | +54.3% | +1.2% |
| 3Y | -2.6% | -30.8% | +28.2% | -6.3% |
| 5Y | +22.7% | -34.3% | +57.0% | +14.3% |
| 10Y | +214.6% | +352.4% | -137.8% | +111.3% |
| All | +271.6% | +407.0% | -135.4% | +139.0% |
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 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