+808.5%
MS vs SWK
+2.4%
+806.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -0.3% | -5.7% | +5.5% | +2.5% |
| 3M | +0.3% | +24.1% | -23.8% | -10.8% |
| 6M | +31.3% | +24.7% | +6.6% | +15.5% |
| YTD | +24.7% | +33.9% | -9.3% | +5.1% |
| 1Y | +47.9% | +34.7% | +13.2% | +23.0% |
| 3Y | +178.3% | +15.3% | +163.1% | +136.0% |
| 5Y | +144.9% | -39.3% | +184.2% | +189.3% |
| All | +808.5% | +2.4% | +806.1% | +611.1% |
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