+35.0%
MKSI vs SWK
-30.7%
+65.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.8% |
| 7D | +12.2% | -1.4% | +13.5% | +13.3% |
| 30D | -8.0% | +25.5% | -33.5% | -22.6% |
| 3M | -29.5% | +11.8% | -41.3% | -35.9% |
| 6M | -31.9% | +48.7% | -80.6% | -49.2% |
| YTD | +35.3% | +57.2% | -21.9% | -4.5% |
| 1Y | +50.3% | +75.3% | -25.0% | -2.2% |
| 3Y | +216.4% | +51.9% | +164.5% | +121.1% |
| All | +35.0% | -30.7% | +65.6% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling