+8,007.1%
SWKS vs MRSH
+3,431.3%
+4,575.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +4.3% |
| 7D | +12.5% | -3.6% | +16.1% | +14.6% |
| 30D | +10.5% | -3.0% | +13.5% | +12.1% |
| 3M | -7.4% | +15.8% | -23.2% | -15.6% |
| 6M | +32.7% | +1.6% | +31.1% | +28.6% |
| YTD | +19.2% | +1.7% | +17.4% | +14.9% |
| 1Y | +2.4% | -8.0% | +10.4% | +3.5% |
| 3Y | -25.6% | -0.3% | -25.4% | -29.0% |
| 5Y | -53.4% | +25.9% | -79.3% | -60.7% |
| 10Y | +23.2% | +222.0% | -198.8% | -35.5% |
| All | +8,007.1% | +3,431.3% | +4,575.9% | +1,917.7% |
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 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