+684.1%
MS vs SWK
+36.2%
+647.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +13.1% | -8.9% | -2.1% |
| 7D | +2.6% | +17.9% | -15.3% | -5.6% |
| 30D | +2.6% | +31.9% | -29.3% | -10.8% |
| 3M | -10.1% | +16.6% | -26.6% | -17.2% |
| 6M | +4.4% | +61.1% | -56.8% | -19.0% |
| YTD | +11.7% | +64.2% | -52.5% | -15.3% |
| 1Y | +20.9% | +85.2% | -64.3% | -14.1% |
| 3Y | +177.1% | +50.2% | +127.0% | +105.0% |
| 5Y | +127.7% | -22.8% | +150.5% | +137.2% |
| 10Y | +684.1% | +35.8% | +648.3% | +422.8% |
| All | +684.1% | +36.2% | +647.9% | +422.8% |
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