+76.3%
MSFU vs WING
-15.8%
+92.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.0% |
| 7D | -5.7% | -3.9% | -1.8% | -5.0% |
| 30D | +4.2% | -11.6% | +15.7% | +6.4% |
| 3M | +27.9% | -24.2% | +52.1% | +34.0% |
| 6M | +37.1% | -54.1% | +91.2% | +59.4% |
| YTD | -7.4% | -53.9% | +46.5% | +6.8% |
| 1Y | -19.6% | -64.4% | +44.7% | -2.1% |
| 3Y | +33.2% | -30.2% | +63.4% | +27.9% |
| All | +76.3% | -15.8% | +92.1% | +61.5% |
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