+920.4%
MSFT vs SWK
+32.9%
+887.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.9% |
| 7D | +7.5% | +10.7% | -3.2% | +4.3% |
| 30D | +1.9% | +33.3% | -31.5% | -6.4% |
| 3M | +9.2% | +14.7% | -5.4% | +4.6% |
| 6M | +31.9% | +48.5% | -16.7% | +16.4% |
| YTD | +13.4% | +63.9% | -50.4% | -4.1% |
| 1Y | +10.6% | +80.4% | -69.8% | -9.6% |
| 3Y | +54.7% | +58.1% | -3.4% | +24.4% |
| 5Y | +69.1% | -24.5% | +93.6% | +73.2% |
| 10Y | +920.4% | +29.5% | +890.9% | +713.7% |
| All | +920.4% | +32.9% | +887.5% | +713.7% |
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