+93.7%
MA vs SWKS
-44.4%
+138.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.1% |
| 7D | +3.2% | -9.2% | +12.4% | +4.9% |
| 30D | +15.9% | -1.9% | +17.9% | +16.2% |
| 3M | +15.2% | +21.2% | -6.1% | +9.7% |
| 6M | +32.4% | +12.9% | +19.5% | +26.1% |
| YTD | +15.6% | +30.7% | -15.1% | +5.3% |
| 1Y | +19.3% | +14.1% | +5.2% | +12.4% |
| 3Y | +73.0% | -1.7% | +74.7% | +56.7% |
| 5Y | +93.7% | -43.0% | +136.7% | +111.1% |
| All | +93.7% | -44.4% | +138.2% | +111.1% |
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