+145.1%
MS vs WING
-34.0%
+179.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | +1.4% | -3.9% | +5.2% | +1.9% |
| 30D | -0.3% | -11.6% | +11.3% | +1.2% |
| 3M | +0.3% | -24.2% | +24.5% | +3.4% |
| 6M | +31.3% | -54.1% | +85.4% | +45.7% |
| YTD | +24.7% | -53.9% | +78.6% | +37.6% |
| 1Y | +47.9% | -64.4% | +112.3% | +69.1% |
| 3Y | +178.3% | -30.2% | +208.5% | +163.3% |
| All | +145.1% | -34.0% | +179.0% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling