+648.0%
MS vs WING
+405.9%
+242.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | +1.4% | -3.9% | +5.2% | +2.0% |
| 30D | -0.3% | -11.6% | +11.3% | +1.5% |
| 3M | +0.3% | -24.2% | +24.5% | +4.2% |
| 6M | +31.3% | -54.1% | +85.4% | +48.3% |
| YTD | +24.7% | -53.9% | +78.6% | +39.9% |
| 1Y | +47.9% | -64.4% | +112.3% | +72.7% |
| 3Y | +178.3% | -30.2% | +208.5% | +168.3% |
| 5Y | +144.9% | -34.1% | +179.0% | +128.0% |
| 10Y | +804.5% | +342.1% | +462.4% | +421.3% |
| All | +648.0% | +405.9% | +242.1% | +299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling