+864.7%
MSI vs WING
+405.9%
+458.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -3.7% | -3.9% | +0.2% | -3.3% |
| 30D | +6.8% | -11.6% | +18.4% | +8.1% |
| 3M | +14.3% | -24.2% | +38.5% | +17.4% |
| 6M | -1.6% | -54.1% | +52.5% | +7.0% |
| YTD | +22.8% | -53.9% | +76.7% | +32.3% |
| 1Y | -1.1% | -64.4% | +63.2% | +9.8% |
| 3Y | +70.5% | -30.2% | +100.7% | +65.1% |
| 5Y | +102.8% | -34.1% | +136.9% | +89.7% |
| 10Y | +597.4% | +342.1% | +255.3% | +393.8% |
| All | +864.7% | +405.9% | +458.8% | +553.6% |
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