+683.2%
SWK vs MOH
+1,352.5%
-669.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.5% | +3.4% |
| 7D | +10.7% | -2.4% | +13.1% | +11.3% |
| 30D | +33.3% | +3.3% | +30.1% | +32.6% |
| 3M | +14.7% | +3.5% | +11.2% | +13.6% |
| 6M | +48.5% | +9.4% | +39.2% | +44.7% |
| YTD | +63.9% | +17.2% | +46.7% | +54.3% |
| 1Y | +80.4% | +33.7% | +46.7% | +65.1% |
| 3Y | +58.1% | -42.3% | +100.4% | +65.1% |
| 5Y | -24.5% | -33.4% | +8.9% | -24.6% |
| 10Y | +29.5% | +310.9% | -281.4% | -14.8% |
| All | +683.2% | +1,352.5% | -669.3% | +240.1% |
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 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