+556.2%
MS vs WING
+686.1%
-129.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.9% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | +0.9% | +32.3% | -31.4% | -4.0% |
| 3M | -10.8% | +50.2% | -61.0% | -17.5% |
| 6M | +0.9% | +31.7% | -30.8% | -5.6% |
| YTD | +9.8% | -29.6% | +39.4% | +13.8% |
| 1Y | +17.1% | -29.7% | +46.8% | +21.0% |
| 3Y | +175.7% | -19.8% | +195.5% | +161.2% |
| 5Y | +125.9% | +3.1% | +122.8% | +93.4% |
| 10Y | +556.2% | +682.9% | -126.7% | +243.9% |
| All | +556.2% | +686.1% | -129.9% | +243.9% |
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