+140.2%
MAS vs SWK
+2.4%
+137.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | -0.8% | -0.4% | -0.3% | -0.5% |
| 30D | -5.6% | -5.7% | +0.2% | -2.4% |
| 3M | +4.4% | +24.1% | -19.6% | -7.3% |
| 6M | +7.2% | +24.7% | -17.5% | -5.5% |
| YTD | +16.1% | +33.9% | -17.8% | -1.7% |
| 1Y | +0.1% | +34.7% | -34.6% | -15.9% |
| 3Y | +28.3% | +15.3% | +13.0% | +13.1% |
| 5Y | +30.5% | -39.3% | +69.7% | +55.3% |
| All | +140.2% | +2.4% | +137.7% | +88.4% |
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