+32.1%
SWKS vs MOS
+8.6%
+23.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -6.2% | +21.6% | -27.7% | -12.0% |
| 30D | -1.5% | +12.0% | -13.5% | -5.5% |
| 3M | +23.0% | -3.9% | +26.8% | +23.2% |
| 6M | +27.6% | -3.3% | +30.9% | +26.8% |
| YTD | +32.3% | -4.6% | +37.0% | +29.9% |
| 1Y | +20.1% | -7.0% | +27.1% | +18.4% |
| 3Y | +0.6% | -24.4% | +25.1% | +3.7% |
| 5Y | -42.3% | -32.1% | -10.2% | -42.2% |
| All | +32.1% | +8.6% | +23.5% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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