+21.5%
SWKS vs MOS
-4.7%
+26.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +17.4% | -20.3% | -5.3% |
| 7D | -4.9% | +17.9% | -22.9% | -7.5% |
| 30D | -1.2% | +1.6% | -2.7% | -0.1% |
| 3M | +24.2% | -4.0% | +28.1% | +28.0% |
| 6M | +21.5% | -4.1% | +25.6% | +23.7% |
| All | +21.5% | -4.7% | +26.2% | +23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling