+67.5%
MAS vs SWK
+50.4%
+17.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +13.1% | -7.5% | -2.1% |
| 7D | +14.2% | +17.9% | -3.7% | +3.3% |
| 30D | +26.8% | +31.9% | -5.1% | +7.3% |
| 3M | +13.1% | +16.6% | -3.4% | +3.0% |
| 6M | +27.9% | +61.1% | -33.2% | -3.5% |
| YTD | +38.7% | +64.2% | -25.5% | +3.0% |
| 1Y | +40.4% | +85.2% | -44.8% | -2.8% |
| All | +67.5% | +50.4% | +17.1% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling