+127.7%
MS vs SWK
-24.2%
+151.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +13.1% | -8.9% | -0.1% |
| 7D | +2.6% | +17.9% | -15.3% | -3.1% |
| 30D | +2.6% | +31.9% | -29.3% | -6.8% |
| 3M | -10.1% | +16.6% | -26.6% | -15.0% |
| 6M | +4.4% | +61.1% | -56.8% | -12.3% |
| YTD | +11.7% | +64.2% | -52.5% | -7.5% |
| 1Y | +20.9% | +85.2% | -64.3% | -4.3% |
| 3Y | +177.1% | +50.2% | +127.0% | +125.9% |
| 5Y | +127.7% | -22.8% | +150.5% | +124.1% |
| All | +127.7% | -24.2% | +151.9% | +124.1% |
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 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