+1,080.1%
SWKS vs MKSI
+1,738.4%
-658.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.0% | -9.3% | -4.7% |
| 7D | -2.7% | +7.7% | -10.4% | -7.5% |
| 30D | +8.5% | -20.0% | +28.5% | +20.2% |
| 3M | +17.3% | -30.6% | +47.8% | +38.7% |
| 6M | +25.1% | -32.3% | +57.4% | +44.9% |
| YTD | +33.3% | +32.8% | +0.6% | +2.0% |
| 1Y | +22.9% | +37.3% | -14.4% | -8.4% |
| 3Y | +5.5% | +219.2% | -213.7% | -56.3% |
| 5Y | -41.9% | +36.1% | -78.0% | -62.6% |
| 10Y | +32.4% | +354.2% | -321.7% | -60.5% |
| All | +1,080.1% | +1,738.4% | -658.3% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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