-14.3%
MSFU vs WING
-30.2%
+15.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.7% | -3.1% | -4.5% |
| 7D | -12.7% | -0.5% | -12.1% | -12.6% |
| 30D | -9.0% | +32.3% | -41.3% | -12.0% |
| 3M | +2.9% | +50.2% | -47.2% | -2.2% |
| 6M | +43.5% | +31.7% | +11.9% | +38.0% |
| YTD | -2.4% | -29.6% | +27.2% | +5.3% |
| All | -14.3% | -30.2% | +15.9% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling