+112.7%
MSFU vs SWK
+62.7%
+50.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +13.1% | +0.4% | +9.6% |
| 7D | +8.2% | +17.9% | -9.7% | +3.2% |
| 30D | +10.2% | +31.9% | -21.8% | +1.7% |
| 3M | +22.9% | +16.6% | +6.3% | +17.3% |
| 6M | +63.2% | +61.1% | +2.1% | +41.1% |
| YTD | +11.7% | +64.2% | -52.5% | -5.4% |
| 1Y | -3.5% | +85.2% | -88.7% | -22.1% |
| 3Y | +46.4% | +50.2% | -3.8% | +17.3% |
| All | +112.7% | +62.7% | +50.0% | +60.7% |
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 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