-41.5%
SWK vs MOH
-26.3%
-15.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | -4.6% | -4.2% | -0.4% | -4.1% |
| 30D | -9.9% | -2.4% | -7.5% | -9.7% |
| 3M | +15.4% | -4.4% | +19.8% | +15.7% |
| 6M | +25.0% | +32.9% | -8.0% | +19.5% |
| YTD | +27.2% | +11.9% | +15.4% | +23.2% |
| 1Y | +24.6% | +6.9% | +17.7% | +20.7% |
| 3Y | +13.7% | -39.4% | +53.1% | +15.9% |
| 5Y | -41.5% | -25.0% | -16.6% | -46.2% |
| All | -41.5% | -26.3% | -15.2% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling