+37.1%
SWKS vs MOD
+916.1%
-878.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -21.4% | +18.5% | +1.8% |
| 7D | -4.9% | -31.3% | +26.4% | +2.6% |
| 30D | -1.2% | -46.1% | +44.9% | +12.2% |
| 3M | +24.2% | -51.1% | +75.3% | +43.0% |
| 6M | +21.5% | -62.1% | +83.5% | +46.7% |
| YTD | +33.5% | -26.2% | +59.7% | +37.2% |
| 1Y | +18.9% | -32.6% | +51.5% | +23.5% |
| 3Y | +0.4% | +133.8% | -133.5% | -24.9% |
| 5Y | -44.3% | +792.8% | -837.0% | -69.6% |
| 10Y | +37.1% | +959.8% | -922.6% | -21.0% |
| All | +37.1% | +916.1% | -878.9% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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