+52.7%
SWKS vs MOH
+257.3%
-204.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.2% | +6.6% | +9.2% |
| 7D | +17.5% | -1.3% | +18.8% | +17.8% |
| 30D | +23.0% | +3.0% | +20.0% | +22.2% |
| 3M | +19.5% | +1.2% | +18.3% | +18.8% |
| 6M | +54.3% | +41.7% | +12.6% | +42.5% |
| YTD | +35.3% | +15.4% | +19.9% | +28.2% |
| 1Y | +17.9% | +11.8% | +6.1% | +11.4% |
| 3Y | -6.8% | -37.5% | +30.7% | -3.6% |
| 5Y | -45.4% | -20.6% | -24.8% | -47.8% |
| All | +52.7% | +257.3% | -204.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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