+6,288.2%
MS vs SWK
+1,048.5%
+5,239.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -0.3% | -5.7% | +5.5% | +3.4% |
| 3M | +0.3% | +24.1% | -23.8% | -14.0% |
| 6M | +31.3% | +24.7% | +6.6% | +10.8% |
| YTD | +24.7% | +33.9% | -9.3% | -0.5% |
| 1Y | +47.9% | +34.7% | +13.2% | +15.8% |
| 3Y | +178.3% | +15.3% | +163.1% | +120.9% |
| 5Y | +144.9% | -39.3% | +184.2% | +177.3% |
| 10Y | +804.5% | +2.5% | +802.1% | +542.7% |
| All | +6,288.2% | +1,048.5% | +5,239.7% | +1,300.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling