+76.3%
MSFU vs SWK
+32.7%
+43.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.4% |
| 7D | -5.7% | -0.4% | -5.2% | -5.6% |
| 30D | +4.2% | -5.7% | +9.9% | +5.8% |
| 3M | +27.9% | +24.1% | +3.8% | +19.7% |
| 6M | +37.1% | +24.7% | +12.4% | +27.1% |
| YTD | -7.4% | +33.9% | -41.3% | -16.8% |
| 1Y | -19.6% | +34.7% | -54.3% | -28.5% |
| 3Y | +33.2% | +15.3% | +17.9% | +17.0% |
| All | +76.3% | +32.7% | +43.6% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling