+145.1%
MS vs SWKS
-53.5%
+198.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.3% | -0.8% |
| 7D | +1.4% | +12.5% | -11.1% | -2.2% |
| 30D | -0.3% | +10.5% | -10.7% | -3.3% |
| 3M | +0.3% | -7.4% | +7.7% | +1.8% |
| 6M | +31.3% | +32.7% | -1.3% | +17.3% |
| YTD | +24.7% | +19.2% | +5.5% | +14.7% |
| 1Y | +47.9% | +2.4% | +45.5% | +42.2% |
| 3Y | +178.3% | -25.6% | +204.0% | +180.3% |
| All | +145.1% | -53.5% | +198.6% | +185.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling