+1,171.3%
SWKS vs MOH
+1,334.3%
-163.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +3.8% |
| 7D | +12.5% | +0.4% | +12.1% | +12.4% |
| 30D | +10.5% | +2.9% | +7.6% | +9.7% |
| 3M | -7.4% | +4.1% | -11.5% | -8.8% |
| 6M | +32.7% | +33.8% | -1.2% | +21.9% |
| YTD | +19.2% | +15.7% | +3.5% | +11.3% |
| 1Y | +2.4% | +17.5% | -15.2% | -5.8% |
| 3Y | -25.6% | -35.3% | +9.7% | -24.1% |
| 5Y | -53.4% | -26.9% | -26.5% | -54.7% |
| 10Y | +23.2% | +262.9% | -239.8% | -27.3% |
| All | +1,171.3% | +1,334.3% | -163.0% | +299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling