+672.2%
SWK vs MOH
+1,373.9%
-701.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | +11.3% | -0.7% | +12.0% | +11.5% |
| 30D | +31.5% | +4.8% | +26.7% | +30.3% |
| 3M | +14.4% | +3.8% | +10.7% | +13.3% |
| 6M | +46.4% | +11.0% | +35.5% | +42.3% |
| YTD | +61.6% | +18.9% | +42.7% | +51.7% |
| 1Y | +78.7% | +46.5% | +32.3% | +60.6% |
| 3Y | +54.4% | -42.4% | +96.8% | +61.3% |
| 5Y | -25.3% | -31.8% | +6.5% | -25.8% |
| 10Y | +22.4% | +309.6% | -287.2% | -19.5% |
| All | +672.2% | +1,373.9% | -701.8% | +234.3% |
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