+889.0%
MSFT vs SWK
+29.6%
+859.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +1.7% | +11.0% | -9.4% | -1.5% |
| 30D | +0.2% | +30.1% | -29.9% | -7.4% |
| 3M | +6.4% | +14.7% | -8.3% | +1.9% |
| 6M | +28.7% | +44.5% | -15.8% | +14.5% |
| YTD | +10.4% | +59.4% | -49.0% | -5.9% |
| 1Y | +7.6% | +77.5% | -69.9% | -11.6% |
| 3Y | +52.3% | +49.5% | +2.9% | +24.8% |
| 5Y | +64.5% | -24.9% | +89.4% | +68.4% |
| All | +889.0% | +29.6% | +859.4% | +699.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling