+89.6%
MA vs SWKS
-41.6%
+131.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.8% | -3.1% | +5.0% | +2.4% |
| 30D | +11.8% | +8.3% | +3.5% | +10.1% |
| 3M | +17.2% | +20.2% | -3.1% | +11.9% |
| 6M | +33.4% | +24.9% | +8.5% | +24.3% |
| YTD | +16.1% | +33.2% | -17.0% | +5.3% |
| 1Y | +19.9% | +23.6% | -3.7% | +10.8% |
| 3Y | +70.1% | +1.3% | +68.8% | +52.8% |
| 5Y | +89.6% | -40.6% | +130.2% | +102.9% |
| All | +89.6% | -41.6% | +131.3% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling