-43.0%
SWKS vs MOS
-31.6%
-11.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.3% | -2.9% |
| 7D | -9.2% | +22.5% | -31.7% | -14.6% |
| 30D | -1.9% | +6.6% | -8.5% | -4.2% |
| 3M | +21.2% | -3.8% | +25.0% | +21.7% |
| 6M | +12.9% | -2.2% | +15.1% | +12.1% |
| YTD | +30.7% | -4.8% | +35.5% | +28.6% |
| 1Y | +14.1% | -11.7% | +25.8% | +14.6% |
| 3Y | -1.7% | -26.5% | +24.8% | +1.1% |
| 5Y | -43.0% | -32.2% | -10.8% | -44.2% |
| All | -43.0% | -31.6% | -11.4% | -44.2% |
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