+133,470.8%
MSFT vs SWKS
+8,307.4%
+125,163.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.6% | -2.6% |
| 7D | -2.7% | +12.5% | -15.2% | -4.4% |
| 30D | +2.7% | +10.5% | -7.8% | +1.1% |
| 3M | +17.0% | -7.4% | +24.4% | +17.7% |
| 6M | +23.8% | +32.7% | -8.8% | +17.4% |
| YTD | +4.0% | +19.2% | -15.2% | -0.2% |
| 1Y | -0.8% | +2.4% | -3.2% | -2.9% |
| 3Y | +55.6% | -25.6% | +81.2% | +56.1% |
| 5Y | +72.9% | -53.4% | +126.3% | +84.7% |
| 10Y | +875.8% | +23.2% | +852.6% | +805.0% |
| All | +133,470.8% | +8,307.4% | +125,163.4% | +70,198.2% |
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 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