+15,692.2%
MA vs SWK
+303.6%
+15,388.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.3% |
| 7D | +3.2% | +11.3% | -8.1% | -1.9% |
| 30D | +15.9% | +28.1% | -12.1% | +3.5% |
| 3M | +15.2% | +12.6% | +2.6% | +8.4% |
| 6M | +32.4% | +51.7% | -19.3% | +7.7% |
| YTD | +15.6% | +60.0% | -44.3% | -9.9% |
| 1Y | +19.3% | +72.7% | -53.4% | -10.6% |
| 3Y | +73.0% | +46.3% | +26.7% | +29.3% |
| 5Y | +93.7% | -24.6% | +118.4% | +93.5% |
| 10Y | +575.0% | +32.2% | +542.7% | +344.2% |
| All | +15,692.2% | +303.6% | +15,388.6% | +4,830.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling