-53.0%
SWKS vs MOS
-8.7%
-44.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | +12.5% | +9.5% | +3.0% | +9.8% |
| 30D | +10.5% | +10.4% | +0.1% | +7.3% |
| 3M | -7.4% | +12.9% | -20.3% | -10.9% |
| 6M | +32.7% | +1.2% | +31.4% | +29.8% |
| YTD | +19.2% | +9.3% | +9.9% | +13.5% |
| 1Y | +2.4% | -18.0% | +20.4% | +5.8% |
| 3Y | -25.6% | -29.0% | +3.4% | -23.1% |
| All | -53.0% | -8.7% | -44.3% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling