+114.0%
MS vs SWK
-25.4%
+139.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.6% | -3.4% | -5.1% |
| 7D | -3.4% | +11.3% | -14.6% | -6.9% |
| 30D | -3.9% | +28.1% | -32.0% | -11.8% |
| 3M | -15.9% | +12.6% | -28.5% | -19.5% |
| 6M | -2.5% | +51.7% | -54.2% | -16.3% |
| YTD | +5.1% | +60.0% | -54.9% | -12.2% |
| 1Y | +13.0% | +72.7% | -59.7% | -8.3% |
| 3Y | +160.7% | +46.3% | +114.4% | +114.5% |
| 5Y | +114.0% | -24.6% | +138.7% | +112.4% |
| All | +114.0% | -25.4% | +139.5% | +112.4% |
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