-51.2%
SWKS vs MRSH
+23.5%
-74.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.9% |
| 7D | +11.8% | -3.8% | +15.6% | +13.4% |
| 30D | +6.7% | -5.8% | +12.5% | +9.1% |
| 3M | 0.0% | +11.7% | -11.7% | -6.0% |
| 6M | +38.7% | -0.3% | +39.1% | +37.3% |
| YTD | +21.4% | -1.1% | +22.5% | +20.1% |
| 1Y | +2.9% | -9.5% | +12.4% | +6.7% |
| 3Y | -16.4% | -2.6% | -13.8% | -20.0% |
| 5Y | -51.2% | +22.7% | -73.9% | -63.6% |
| All | -51.2% | +23.5% | -74.7% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling