+148.0%
MO vs SWKS
-42.6%
+190.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -1.9% |
| 7D | -2.4% | -6.2% | +3.7% | -2.3% |
| 30D | +9.7% | -1.5% | +11.2% | +9.7% |
| 3M | +14.1% | +23.0% | -8.8% | +13.3% |
| 6M | +11.9% | +27.6% | -15.7% | +10.6% |
| YTD | +38.4% | +32.3% | +6.1% | +36.7% |
| 1Y | +41.9% | +20.1% | +21.8% | +40.5% |
| 3Y | +134.5% | +0.6% | +133.9% | +130.6% |
| All | +148.0% | -42.6% | +190.6% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling