+11.5%
SWKS vs MOH
-41.8%
+53.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +9.4% | +0.2% | +9.2% | +9.4% |
| 30D | +17.0% | +0.1% | +16.8% | +16.9% |
| 3M | +28.9% | +1.8% | +27.1% | +28.5% |
| 6M | +33.1% | +9.1% | +24.0% | +31.9% |
| YTD | +44.8% | +20.7% | +24.1% | +41.2% |
| 1Y | +36.2% | +51.3% | -15.1% | +29.7% |
| 3Y | +11.5% | -42.0% | +53.5% | +14.5% |
| All | +11.5% | -41.8% | +53.3% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling