+132.0%
MO vs SWKS
+33.1%
+98.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | -2.4% | -6.2% | +3.7% | -1.9% |
| 30D | +9.7% | -1.5% | +11.2% | +9.8% |
| 3M | +14.1% | +23.0% | -8.8% | +11.3% |
| 6M | +11.9% | +27.6% | -15.7% | +8.0% |
| YTD | +38.4% | +32.3% | +6.1% | +32.7% |
| 1Y | +41.9% | +20.1% | +21.8% | +37.4% |
| 3Y | +134.5% | +0.6% | +133.9% | +125.2% |
| 5Y | +147.3% | -42.3% | +189.6% | +154.2% |
| All | +132.0% | +33.1% | +98.9% | +91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling