+89.6%
MA vs SWK
-25.5%
+115.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +1.8% | +11.3% | -9.5% | -0.8% |
| 30D | +11.8% | +31.5% | -19.6% | +5.0% |
| 3M | +17.2% | +14.4% | +2.7% | +13.3% |
| 6M | +33.4% | +46.4% | -13.0% | +21.4% |
| YTD | +16.1% | +61.6% | -45.4% | +2.3% |
| 1Y | +19.9% | +78.7% | -58.8% | +2.7% |
| 3Y | +70.1% | +54.4% | +15.7% | +44.3% |
| 5Y | +89.6% | -25.3% | +114.9% | +118.1% |
| All | +89.6% | -25.5% | +115.1% | +118.1% |
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