+160.4%
MS vs WING
-19.7%
+180.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.4% |
| 7D | -1.6% | +9.0% | -10.6% | -2.3% |
| 30D | -3.8% | +39.9% | -43.7% | -6.9% |
| 3M | -14.6% | +40.4% | -55.0% | -17.6% |
| 6M | -5.1% | +12.9% | -18.0% | -7.0% |
| YTD | +4.5% | -31.1% | +35.6% | +8.0% |
| 1Y | +13.5% | -32.7% | +46.3% | +17.4% |
| 3Y | +160.4% | -19.8% | +180.2% | +133.6% |
| All | +160.4% | -19.7% | +180.1% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling