+572.4%
MSTR vs SWK
+30.0%
+542.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -8.0% |
| 7D | -8.7% | +11.3% | -20.0% | -13.7% |
| 30D | -21.4% | +28.1% | -49.5% | -30.9% |
| 3M | +31.4% | +12.6% | +18.9% | +23.1% |
| 6M | -30.8% | +51.7% | -82.5% | -45.1% |
| YTD | -14.9% | +60.0% | -74.9% | -34.9% |
| 1Y | -49.3% | +72.7% | -122.0% | -62.9% |
| 3Y | +184.8% | +46.3% | +138.5% | +117.4% |
| 5Y | +62.1% | -24.6% | +86.7% | +61.6% |
| All | +572.4% | +30.0% | +542.3% | +384.8% |
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