+8,007.1%
SWKS vs MAS
+1,430.5%
+6,576.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +2.8% |
| 7D | +12.5% | -0.8% | +13.3% | +12.9% |
| 30D | +10.5% | -5.6% | +16.1% | +13.2% |
| 3M | -7.4% | +4.4% | -11.8% | -9.7% |
| 6M | +32.7% | +7.2% | +25.5% | +26.8% |
| YTD | +19.2% | +16.1% | +3.1% | +9.7% |
| 1Y | +2.4% | +0.1% | +2.3% | +0.4% |
| 3Y | -25.6% | +28.3% | -53.9% | -34.4% |
| 5Y | -53.4% | +30.5% | -83.9% | -59.4% |
| 10Y | +23.2% | +139.1% | -116.0% | -16.5% |
| All | +8,007.1% | +1,430.5% | +6,576.7% | +2,515.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling