+1.3%
SWKS vs MRSH
+9.6%
-8.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -3.1% | +1.6% | -4.8% | -3.1% |
| 30D | +8.3% | +17.7% | -9.4% | +8.2% |
| 3M | +20.2% | +9.1% | +11.1% | +20.3% |
| 6M | +24.9% | +28.2% | -3.3% | +23.1% |
| YTD | +33.2% | +14.0% | +19.2% | +34.4% |
| 1Y | +23.6% | +18.7% | +4.9% | +23.4% |
| 3Y | +1.3% | +8.7% | -7.5% | +8.7% |
| All | +1.3% | +9.6% | -8.3% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling