+178.4%
MS vs SWK
+50.4%
+128.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +13.1% | -8.9% | +0.2% |
| 7D | +2.6% | +17.9% | -15.3% | -2.6% |
| 30D | +2.6% | +31.9% | -29.3% | -6.0% |
| 3M | -10.1% | +16.6% | -26.6% | -14.5% |
| 6M | +4.4% | +61.1% | -56.8% | -11.1% |
| YTD | +11.7% | +64.2% | -52.5% | -6.1% |
| 1Y | +20.9% | +85.2% | -64.3% | -2.7% |
| All | +178.4% | +50.4% | +128.0% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling