+238.3%
MAS vs SWK
+36.2%
+202.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +13.1% | -7.5% | -1.6% |
| 7D | +14.2% | +17.9% | -3.7% | +3.9% |
| 30D | +26.8% | +31.9% | -5.1% | +8.5% |
| 3M | +13.1% | +16.6% | -3.4% | +3.7% |
| 6M | +27.9% | +61.1% | -33.2% | -2.0% |
| YTD | +38.7% | +64.2% | -25.5% | +4.7% |
| 1Y | +40.4% | +85.2% | -44.8% | -1.0% |
| 3Y | +66.1% | +50.2% | +15.9% | +26.6% |
| 5Y | +47.4% | -22.8% | +70.2% | +53.5% |
| 10Y | +238.3% | +35.8% | +202.6% | +143.6% |
| All | +238.3% | +36.2% | +202.1% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling