-16.4%
SWKS vs MRSH
-3.1%
-13.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.0% |
| 7D | +11.8% | -3.8% | +15.6% | +12.0% |
| 30D | +6.7% | -5.8% | +12.5% | +7.0% |
| 3M | 0.0% | +11.7% | -11.7% | -1.5% |
| 6M | +38.7% | -0.3% | +39.1% | +40.0% |
| YTD | +21.4% | -1.1% | +22.5% | +22.5% |
| 1Y | +2.9% | -9.5% | +12.4% | +6.4% |
| 3Y | -16.4% | -2.6% | -13.8% | -12.7% |
| All | -16.4% | -3.1% | -13.3% | -12.7% |
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