+537.0%
MS vs WING
+620.6%
-83.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | 0.0% |
| 7D | +3.7% | -3.9% | +7.6% | +4.3% |
| 30D | +2.0% | +26.6% | -24.7% | -2.3% |
| 3M | -12.6% | +42.5% | -55.1% | -18.4% |
| 6M | -0.3% | +29.4% | -29.7% | -6.4% |
| YTD | +9.0% | -32.8% | +41.7% | +13.8% |
| 1Y | +13.9% | -33.5% | +47.3% | +18.8% |
| 3Y | +173.6% | -23.4% | +197.0% | +161.3% |
| 5Y | +122.0% | -0.4% | +122.4% | +91.1% |
| All | +537.0% | +620.6% | -83.6% | +242.5% |
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 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