+736.9%
MSTR vs SWK
+2.4%
+734.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | +12.2% | -0.4% | +12.6% | +12.3% |
| 30D | +45.2% | -5.7% | +50.9% | +49.4% |
| 3M | +10.4% | +24.1% | -13.7% | -2.3% |
| 6M | -2.5% | +24.7% | -27.2% | -14.5% |
| YTD | -6.0% | +33.9% | -40.0% | -21.0% |
| 1Y | -56.4% | +34.7% | -91.1% | -63.7% |
| 3Y | +306.3% | +15.3% | +291.0% | +251.1% |
| 5Y | +100.5% | -39.3% | +139.8% | +122.7% |
| All | +736.9% | +2.4% | +734.5% | +612.1% |
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