+72.9%
MA vs SWKS
-1.9%
+74.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.3% |
| 7D | +3.2% | -9.2% | +12.4% | +3.9% |
| 30D | +15.9% | -1.9% | +17.9% | +16.0% |
| 3M | +15.2% | +21.2% | -6.1% | +12.7% |
| 6M | +32.4% | +12.9% | +19.5% | +29.5% |
| YTD | +15.6% | +30.7% | -15.1% | +10.3% |
| 1Y | +19.3% | +14.1% | +5.2% | +16.0% |
| All | +72.9% | -1.9% | +74.8% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling