+7.5%
MOS vs SWK
+30.0%
-22.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.6% | +5.9% | +4.6% |
| 7D | +22.5% | +11.3% | +11.2% | +16.4% |
| 30D | +6.6% | +28.1% | -21.5% | -5.9% |
| 3M | -3.8% | +12.6% | -16.4% | -9.6% |
| 6M | -2.2% | +51.7% | -53.9% | -21.7% |
| YTD | -4.8% | +60.0% | -64.7% | -27.0% |
| 1Y | -11.7% | +72.7% | -84.4% | -35.2% |
| 3Y | -26.5% | +46.3% | -72.8% | -44.7% |
| 5Y | -32.2% | -24.6% | -7.6% | -27.7% |
| All | +7.5% | +30.0% | -22.5% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling