+5.3%
SWKS vs MRSH
-10.9%
+16.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.6% | +1.0% |
| 7D | +6.8% | -5.9% | +12.7% | +5.3% |
| 30D | +11.3% | -7.3% | +18.6% | +9.3% |
| 3M | +4.1% | +7.4% | -3.4% | +5.7% |
| 6M | +39.7% | -0.7% | +40.3% | +42.4% |
| YTD | +23.2% | -3.2% | +26.4% | +25.2% |
| 1Y | +5.3% | -10.6% | +15.9% | +5.0% |
| All | +5.3% | -10.9% | +16.1% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling