+121.6%
MSI vs SWK
-25.4%
+147.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.6% | +4.4% |
| 7D | +5.1% | +11.3% | -6.2% | +3.2% |
| 30D | +13.3% | +28.1% | -14.8% | +8.8% |
| 3M | +18.3% | +12.6% | +5.7% | +15.8% |
| 6M | +18.7% | +51.7% | -33.0% | +10.4% |
| YTD | +36.0% | +60.0% | -24.0% | +24.8% |
| 1Y | +32.6% | +72.7% | -40.1% | +20.0% |
| 3Y | +78.3% | +46.3% | +32.0% | +60.7% |
| 5Y | +121.6% | -24.6% | +146.2% | +141.9% |
| All | +121.6% | -25.4% | +147.0% | +141.9% |
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