+99.3%
MSI vs WING
-35.4%
+134.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -5.8% | -0.1% | -5.6% | -5.8% |
| 30D | -1.0% | -6.0% | +5.1% | -0.5% |
| 3M | +14.2% | -23.5% | +37.6% | +16.9% |
| 6M | +1.0% | -52.0% | +53.0% | +8.7% |
| YTD | +21.5% | -53.8% | +75.3% | +30.2% |
| 1Y | -2.1% | -63.8% | +61.7% | +8.0% |
| 3Y | +69.3% | -30.8% | +100.1% | +58.2% |
| 5Y | +99.3% | -34.3% | +133.6% | +69.8% |
| All | +99.3% | -35.4% | +134.8% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling