+39.1%
SWKS vs MRSH
+218.7%
-179.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.6% | +2.8% |
| 7D | +6.8% | -5.9% | +12.7% | +10.7% |
| 30D | +11.3% | -7.3% | +18.6% | +16.3% |
| 3M | +4.1% | +7.4% | -3.4% | -2.6% |
| 6M | +39.7% | -0.7% | +40.3% | +36.2% |
| YTD | +23.2% | -3.2% | +26.4% | +21.5% |
| 1Y | +5.3% | -10.6% | +15.9% | +9.0% |
| 3Y | -15.1% | -4.6% | -10.6% | -18.8% |
| 5Y | -50.3% | +19.3% | -69.6% | -60.9% |
| All | +39.1% | +218.7% | -179.6% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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