+521.8%
MA vs SWK
+2.4%
+519.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | +1.5% | -5.7% | +7.3% | +3.5% |
| 3M | +20.4% | +24.1% | -3.6% | +10.5% |
| 6M | +11.1% | +24.7% | -13.6% | +0.8% |
| YTD | +2.0% | +33.9% | -32.0% | -10.5% |
| 1Y | -2.2% | +34.7% | -36.8% | -14.9% |
| 3Y | +41.9% | +15.3% | +26.6% | +23.6% |
| 5Y | +75.4% | -39.3% | +114.6% | +98.8% |
| All | +521.8% | +2.4% | +519.4% | +391.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling