+150.2%
MOS vs SWK
+1,275.2%
-1,124.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | +9.5% | -0.4% | +10.0% | +9.7% |
| 30D | +10.4% | -5.7% | +16.1% | +13.4% |
| 3M | +12.9% | +24.1% | -11.2% | +1.5% |
| 6M | +1.2% | +24.7% | -23.5% | -10.1% |
| YTD | +9.3% | +33.9% | -24.6% | -6.5% |
| 1Y | -18.0% | +34.7% | -52.7% | -30.4% |
| 3Y | -29.0% | +15.3% | -44.3% | -38.5% |
| 5Y | -9.6% | -39.3% | +29.7% | +0.3% |
| 10Y | +6.1% | +2.5% | +3.6% | -8.5% |
| All | +150.2% | +1,275.2% | -1,124.9% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling