+181.3%
MS vs SWKS
-25.5%
+206.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.3% | -0.6% |
| 7D | +1.4% | +12.5% | -11.1% | -1.5% |
| 30D | -0.3% | +10.5% | -10.7% | -2.7% |
| 3M | +0.3% | -7.4% | +7.7% | +1.6% |
| 6M | +31.3% | +32.7% | -1.3% | +19.6% |
| YTD | +24.7% | +19.2% | +5.5% | +16.5% |
| 1Y | +47.9% | +2.4% | +45.5% | +43.4% |
| All | +181.3% | -25.5% | +206.8% | +162.4% |
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