+570.4%
MSTR vs SWK
+29.6%
+540.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.2% | +11.0% | -12.2% | -6.6% |
| 30D | -15.9% | +30.1% | -46.0% | -26.7% |
| 3M | +33.1% | +14.7% | +18.5% | +23.6% |
| 6M | -31.0% | +44.5% | -75.5% | -43.7% |
| YTD | -15.1% | +59.4% | -74.5% | -35.0% |
| 1Y | -45.6% | +77.5% | -123.2% | -60.8% |
| 3Y | +180.5% | +49.5% | +131.0% | +111.8% |
| 5Y | +61.7% | -24.9% | +86.6% | +61.4% |
| All | +570.4% | +29.6% | +540.9% | +384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling