+553.7%
MS vs SWKS
+31.8%
+521.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +0.8% | -3.1% | +3.9% | +1.9% |
| 30D | -0.7% | +8.3% | -9.0% | -3.6% |
| 3M | -12.4% | +20.2% | -32.6% | -19.3% |
| 6M | -1.7% | +24.9% | -26.7% | -12.5% |
| YTD | +8.0% | +33.2% | -25.1% | -7.7% |
| 1Y | +16.2% | +23.6% | -7.4% | +2.2% |
| 3Y | +171.3% | +1.3% | +170.0% | +139.3% |
| 5Y | +124.8% | -40.6% | +165.4% | +140.2% |
| 10Y | +553.7% | +35.3% | +518.4% | +373.2% |
| All | +553.7% | +31.8% | +521.8% | +373.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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