+37.1%
SWKS vs MAS
+241.3%
-204.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.6% | -8.6% | -6.3% |
| 7D | -4.9% | +14.2% | -19.1% | -12.6% |
| 30D | -1.2% | +26.8% | -28.0% | -15.0% |
| 3M | +24.2% | +13.1% | +11.0% | +13.9% |
| 6M | +21.5% | +27.9% | -6.4% | +1.7% |
| YTD | +33.5% | +38.7% | -5.2% | +3.9% |
| 1Y | +18.9% | +40.4% | -21.5% | -8.3% |
| 3Y | +0.4% | +66.1% | -65.7% | -31.3% |
| 5Y | -44.3% | +47.4% | -91.7% | -59.8% |
| 10Y | +37.1% | +238.3% | -201.2% | -42.4% |
| All | +37.1% | +241.3% | -204.2% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling