+22.2%
SWK vs MOH
+339.2%
-317.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | +25.5% | +0.1% | +25.3% | +25.5% |
| 3M | +11.8% | +1.8% | +9.9% | +11.2% |
| 6M | +48.7% | +9.1% | +39.6% | +44.9% |
| YTD | +57.2% | +20.7% | +36.5% | +46.8% |
| 1Y | +75.3% | +51.3% | +24.0% | +55.4% |
| 3Y | +51.9% | -42.0% | +93.9% | +60.2% |
| 5Y | -30.7% | -33.1% | +2.4% | -31.0% |
| All | +22.2% | +339.2% | -317.0% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling