+93.3%
MSFU vs SWK
+57.9%
+35.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +2.5% | +11.0% | -8.6% | -0.5% |
| 30D | -1.3% | +30.1% | -31.3% | -8.4% |
| 3M | +8.6% | +14.7% | -6.0% | +4.3% |
| 6M | +48.4% | +44.5% | +3.9% | +32.7% |
| YTD | +1.6% | +59.4% | -57.8% | -13.2% |
| 1Y | -5.8% | +77.5% | -83.3% | -22.9% |
| 3Y | +30.9% | +49.5% | -18.5% | +4.6% |
| All | +93.3% | +57.9% | +35.4% | +47.5% |
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