+31.3%
MS vs SWKS
+28.1%
+3.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.3% | -0.2% |
| 7D | +1.4% | +12.5% | -11.1% | -0.1% |
| 30D | -0.3% | +10.5% | -10.7% | -1.5% |
| 3M | +0.3% | -7.4% | +7.7% | +0.4% |
| 6M | +31.3% | +32.7% | -1.3% | +20.5% |
| All | +31.3% | +28.1% | +3.2% | +20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling