+103.0%
MO vs SWKS
+30.1%
+72.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.9% | -1.2% |
| 7D | -2.0% | +11.8% | -13.8% | -3.2% |
| 30D | -0.3% | +6.7% | -7.0% | -1.0% |
| 3M | -2.9% | 0.0% | -3.0% | -3.3% |
| 6M | +5.8% | +38.7% | -33.0% | +1.3% |
| YTD | +22.0% | +21.4% | +0.7% | +18.3% |
| 1Y | +10.7% | +2.9% | +7.8% | +9.0% |
| 3Y | +94.4% | -16.4% | +110.8% | +91.8% |
| 5Y | +97.2% | -51.2% | +148.3% | +108.1% |
| 10Y | +103.0% | +31.0% | +71.9% | +64.0% |
| All | +103.0% | +30.1% | +72.8% | +64.0% |
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