+963.2%
MSI vs WING
+656.3%
+306.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +4.7% | +9.0% | -4.4% | +3.6% |
| 30D | +14.8% | +39.9% | -25.2% | +10.1% |
| 3M | +8.8% | +40.4% | -31.6% | +4.0% |
| 6M | +19.3% | +12.9% | +6.4% | +16.3% |
| YTD | +35.3% | -31.1% | +66.4% | +38.5% |
| 1Y | +33.8% | -32.7% | +66.5% | +37.1% |
| 3Y | +74.4% | -19.8% | +94.2% | +67.3% |
| 5Y | +120.5% | +4.0% | +116.5% | +95.0% |
| 10Y | +685.2% | +684.4% | +0.8% | +418.2% |
| All | +963.2% | +656.3% | +306.8% | +584.3% |
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