-36.8%
MOS vs SWK
-24.2%
-12.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +13.1% | +4.3% | +12.9% |
| 7D | +17.9% | +17.9% | +0.1% | +12.0% |
| 30D | +1.6% | +31.9% | -30.4% | -7.0% |
| 3M | -4.0% | +16.6% | -20.6% | -8.7% |
| 6M | -4.1% | +61.1% | -65.2% | -18.0% |
| YTD | -7.8% | +64.2% | -72.0% | -22.2% |
| 1Y | -15.6% | +85.2% | -100.8% | -31.6% |
| 3Y | -28.9% | +50.2% | -79.0% | -39.7% |
| 5Y | -36.8% | -22.8% | -14.0% | -39.5% |
| All | -36.8% | -24.2% | -12.6% | -39.5% |
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