+540.1%
SWK vs MOH
+1,334.3%
-794.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -5.7% | +2.9% | -8.6% | -6.3% |
| 3M | +24.1% | +4.1% | +19.9% | +22.5% |
| 6M | +24.7% | +33.8% | -9.1% | +16.3% |
| YTD | +33.9% | +15.7% | +18.2% | +26.6% |
| 1Y | +34.7% | +17.5% | +17.1% | +26.0% |
| 3Y | +15.3% | -35.3% | +50.6% | +17.3% |
| 5Y | -39.3% | -26.9% | -12.4% | -40.5% |
| 10Y | +2.5% | +262.9% | -260.4% | -31.2% |
| All | +540.1% | +1,334.3% | -794.2% | +179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling