+178.4%
MS vs SWKS
+0.2%
+178.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.9% |
| 7D | +2.6% | -4.9% | +7.6% | +3.7% |
| 30D | +2.6% | -1.2% | +3.8% | +2.7% |
| 3M | -10.1% | +24.2% | -34.2% | -15.2% |
| 6M | +4.4% | +21.5% | -17.1% | -2.5% |
| YTD | +11.7% | +33.5% | -21.8% | +1.2% |
| 1Y | +20.9% | +18.9% | +2.0% | +13.0% |
| All | +178.4% | +0.2% | +178.2% | +129.9% |
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