+578.8%
MS vs WING
+742.9%
-164.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.4% | -5.3% | +1.7% |
| 7D | +0.7% | +8.6% | -7.8% | -0.6% |
| 30D | -0.9% | +44.8% | -45.7% | -7.2% |
| 3M | -13.0% | +51.9% | -64.9% | -19.6% |
| 6M | -2.0% | +37.2% | -39.2% | -8.8% |
| YTD | +7.8% | -25.3% | +33.1% | +10.6% |
| 1Y | +17.9% | -25.1% | +42.9% | +20.6% |
| 3Y | +174.8% | -12.9% | +187.7% | +156.7% |
| 5Y | +119.9% | +12.0% | +107.8% | +85.6% |
| 10Y | +578.8% | +716.5% | -137.7% | +267.1% |
| All | +578.8% | +742.9% | -164.1% | +267.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling