+161.8%
MS vs SWKS
-1.9%
+163.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.9% | -5.5% |
| 7D | -3.4% | -9.2% | +5.8% | -1.4% |
| 30D | -3.9% | -1.9% | -2.0% | -3.6% |
| 3M | -15.9% | +21.2% | -37.1% | -20.2% |
| 6M | -2.5% | +12.9% | -15.4% | -7.1% |
| YTD | +5.1% | +30.7% | -25.6% | -4.4% |
| 1Y | +13.0% | +14.1% | -1.2% | +6.6% |
| All | +161.8% | -1.9% | +163.7% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling