+118.9%
MSI vs WING
+4.1%
+114.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +4.7% | +9.0% | -4.4% | +3.7% |
| 30D | +14.8% | +39.9% | -25.2% | +10.6% |
| 3M | +8.8% | +40.4% | -31.6% | +4.4% |
| 6M | +19.3% | +12.9% | +6.4% | +16.7% |
| YTD | +35.3% | -31.1% | +66.4% | +38.7% |
| 1Y | +33.8% | -32.7% | +66.5% | +37.3% |
| 3Y | +74.4% | -19.8% | +94.2% | +62.9% |
| All | +118.9% | +4.1% | +114.8% | +78.7% |
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