+32.7%
SWKS vs MAS
+7.5%
+25.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.1% |
| 7D | +12.5% | -0.8% | +13.3% | +12.7% |
| 30D | +10.5% | -5.6% | +16.1% | +12.0% |
| 3M | -7.4% | +4.4% | -11.8% | -7.2% |
| 6M | +32.7% | +7.2% | +25.5% | +30.5% |
| All | +32.7% | +7.5% | +25.1% | +30.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling