+553.1%
MA vs SWK
+29.6%
+523.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.3% | +11.0% | -8.7% | -1.6% |
| 30D | +14.7% | +30.1% | -15.4% | +4.2% |
| 3M | +13.5% | +14.7% | -1.2% | +7.6% |
| 6M | +33.1% | +44.5% | -11.4% | +15.2% |
| YTD | +15.1% | +59.4% | -44.3% | -5.4% |
| 1Y | +18.7% | +77.5% | -58.8% | -6.6% |
| 3Y | +72.1% | +49.5% | +22.6% | +35.6% |
| 5Y | +92.8% | -24.9% | +117.7% | +101.4% |
| All | +553.1% | +29.6% | +523.5% | +365.5% |
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