-25.2%
SWKS vs MOS
-29.5%
+4.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | +12.5% | +9.5% | +3.0% | +9.3% |
| 30D | +10.5% | +10.4% | +0.1% | +6.8% |
| 3M | -7.4% | +12.9% | -20.3% | -11.6% |
| 6M | +32.7% | +1.2% | +31.4% | +29.0% |
| YTD | +19.2% | +9.3% | +9.9% | +11.5% |
| 1Y | +2.4% | -18.0% | +20.4% | +7.4% |
| All | -25.2% | -29.5% | +4.2% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling