+92.3%
MA vs SWK
-25.5%
+117.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.3% | +11.0% | -8.7% | -0.2% |
| 30D | +14.7% | +30.1% | -15.4% | +8.0% |
| 3M | +13.5% | +14.7% | -1.2% | +9.7% |
| 6M | +33.1% | +44.5% | -11.4% | +21.5% |
| YTD | +15.1% | +59.4% | -44.3% | +1.7% |
| 1Y | +18.7% | +77.5% | -58.8% | +1.9% |
| 3Y | +72.1% | +49.5% | +22.6% | +47.5% |
| All | +92.3% | -25.5% | +117.8% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling