+118.9%
MSI vs SWK
-25.5%
+144.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.7% | +11.0% | -6.4% | +2.8% |
| 30D | +14.8% | +30.1% | -15.3% | +9.9% |
| 3M | +8.8% | +14.7% | -5.8% | +6.2% |
| 6M | +19.3% | +44.5% | -25.2% | +11.9% |
| YTD | +35.3% | +59.4% | -24.0% | +24.3% |
| 1Y | +33.8% | +77.5% | -43.8% | +20.5% |
| 3Y | +74.4% | +49.5% | +25.0% | +56.4% |
| All | +118.9% | -25.5% | +144.4% | +139.4% |
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