+553.1%
MA vs SWKS
+33.1%
+520.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | +2.3% | -6.2% | +8.5% | +4.1% |
| 30D | +14.7% | -1.5% | +16.2% | +14.9% |
| 3M | +13.5% | +23.0% | -9.5% | +4.8% |
| 6M | +33.1% | +27.6% | +5.5% | +18.7% |
| YTD | +15.1% | +32.3% | -17.2% | -0.3% |
| 1Y | +18.7% | +20.1% | -1.4% | +6.3% |
| 3Y | +72.1% | +0.6% | +71.4% | +50.7% |
| 5Y | +92.8% | -42.3% | +135.1% | +105.5% |
| All | +553.1% | +33.1% | +520.0% | +360.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling