+73.1%
MA vs SWKS
-53.5%
+126.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.8% |
| 7D | -2.7% | +12.5% | -15.2% | -5.0% |
| 30D | +1.5% | +10.5% | -9.0% | -0.6% |
| 3M | +20.4% | -7.4% | +27.8% | +21.5% |
| 6M | +11.1% | +32.7% | -21.5% | +1.6% |
| YTD | +2.0% | +19.2% | -17.2% | -4.6% |
| 1Y | -2.2% | +2.4% | -4.5% | -5.4% |
| 3Y | +41.9% | -25.6% | +67.5% | +42.2% |
| All | +73.1% | -53.5% | +126.6% | +92.1% |
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