+16.3%
SWK vs MOH
-37.8%
+54.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.6% |
| 7D | +0.1% | -3.3% | +3.5% | +0.4% |
| 30D | -8.9% | -0.1% | -8.8% | -8.9% |
| 3M | +20.5% | -1.1% | +21.6% | +20.3% |
| 6M | +27.1% | +35.9% | -8.8% | +23.0% |
| YTD | +30.2% | +13.1% | +17.1% | +27.2% |
| 1Y | +24.8% | +11.8% | +12.9% | +21.3% |
| 3Y | +16.3% | -38.7% | +55.0% | +17.1% |
| All | +16.3% | -37.8% | +54.1% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling