+15,692.2%
MA vs SWKS
+1,746.5%
+13,945.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.0% |
| 7D | +3.2% | -9.2% | +12.4% | +5.6% |
| 30D | +15.9% | -1.9% | +17.9% | +16.3% |
| 3M | +15.2% | +21.2% | -6.1% | +8.2% |
| 6M | +32.4% | +12.9% | +19.5% | +24.4% |
| YTD | +15.6% | +30.7% | -15.1% | +3.5% |
| 1Y | +19.3% | +14.1% | +5.2% | +10.6% |
| 3Y | +73.0% | -1.7% | +74.7% | +58.2% |
| 5Y | +93.7% | -43.0% | +136.7% | +101.6% |
| 10Y | +575.0% | +34.3% | +540.6% | +443.1% |
| All | +15,692.2% | +1,746.5% | +13,945.7% | +6,398.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling