+8,958.9%
SWKS vs MRSH
+3,857.3%
+5,101.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.8% |
| 7D | -3.1% | +1.6% | -4.8% | -4.1% |
| 30D | +8.3% | +17.7% | -9.4% | -0.8% |
| 3M | +20.2% | +9.1% | +11.1% | +14.0% |
| 6M | +24.9% | +28.2% | -3.3% | +6.9% |
| YTD | +33.2% | +14.0% | +19.2% | +20.2% |
| 1Y | +23.6% | +18.7% | +4.9% | +9.1% |
| 3Y | +1.3% | +8.7% | -7.5% | -8.0% |
| 5Y | -40.6% | +35.8% | -76.4% | -52.0% |
| 10Y | +35.3% | +261.6% | -226.3% | -33.7% |
| All | +8,958.9% | +3,857.3% | +5,101.7% | +2,010.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling