+5,285.6%
MS vs SWKS
+10,277.1%
-4,991.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.9% | -5.5% |
| 7D | -3.4% | -9.2% | +5.8% | -1.3% |
| 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% | -3.7% |
| 1Y | +13.0% | +14.1% | -1.2% | +6.7% |
| 3Y | +160.7% | -1.7% | +162.4% | +146.8% |
| 5Y | +114.0% | -43.0% | +157.0% | +125.7% |
| 10Y | +637.5% | +34.3% | +603.1% | +529.2% |
| All | +5,285.6% | +10,277.1% | -4,991.4% | +1,534.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling