+71.2%
MSI vs WING
-28.1%
+99.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -3.7% | -3.9% | +0.2% | -3.5% |
| 30D | +6.8% | -11.6% | +18.4% | +7.4% |
| 3M | +14.3% | -24.2% | +38.5% | +15.8% |
| 6M | -1.6% | -54.1% | +52.5% | +2.5% |
| YTD | +22.8% | -53.9% | +76.7% | +27.2% |
| 1Y | -1.1% | -64.4% | +63.2% | +4.5% |
| All | +71.2% | -28.1% | +99.4% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling