+95.0%
MSFU vs SWK
+60.1%
+34.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.9% |
| 7D | +4.0% | +11.3% | -7.2% | +1.1% |
| 30D | -2.3% | +31.5% | -33.8% | -9.6% |
| 3M | +7.1% | +14.4% | -7.3% | +3.0% |
| 6M | +48.9% | +46.4% | +2.5% | +32.7% |
| YTD | +2.4% | +61.6% | -59.1% | -12.8% |
| 1Y | -8.1% | +78.7% | -86.8% | -24.8% |
| 3Y | +25.2% | +54.4% | -29.2% | -1.3% |
| All | +95.0% | +60.1% | +34.9% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling