-51.2%
SWKS vs MOH
-26.8%
-24.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.1% | +2.1% |
| 7D | +11.8% | -3.3% | +15.2% | +12.2% |
| 30D | +6.7% | -0.1% | +6.8% | +6.7% |
| 3M | 0.0% | -1.1% | +1.1% | -0.2% |
| 6M | +38.7% | +35.9% | +2.8% | +32.6% |
| YTD | +21.4% | +13.1% | +8.2% | +17.7% |
| 1Y | +2.9% | +11.8% | -8.9% | -0.8% |
| 3Y | -16.4% | -38.7% | +22.3% | -13.6% |
| 5Y | -51.2% | -25.1% | -26.1% | -54.2% |
| All | -51.2% | -26.8% | -24.3% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling