+22.5%
MA vs SWKS
+14.2%
+8.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.9% | +6.8% | +3.8% |
| 7D | +10.2% | -4.9% | +15.2% | +10.1% |
| 30D | +19.3% | -1.2% | +20.5% | +19.3% |
| 3M | +18.0% | +24.2% | -6.2% | +18.7% |
| 6M | +33.7% | +21.5% | +12.2% | +33.1% |
| YTD | +18.6% | +33.5% | -14.9% | +15.7% |
| 1Y | +22.5% | +18.9% | +3.6% | +22.9% |
| All | +22.5% | +14.2% | +8.3% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling