+35.4%
MSI vs WING
-28.4%
+63.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | -0.1% |
| 7D | +7.4% | +5.0% | +2.5% | +7.4% |
| 30D | +18.7% | +38.7% | -20.0% | +18.9% |
| 3M | +14.5% | +44.7% | -30.3% | +14.8% |
| 6M | +38.1% | +31.5% | +6.6% | +38.9% |
| YTD | +38.7% | -28.4% | +67.1% | +36.8% |
| 1Y | +35.4% | -28.2% | +63.6% | +32.9% |
| All | +35.4% | -28.4% | +63.8% | +32.9% |
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