-45.6%
MSTR vs SWK
+71.2%
-116.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.2% | +11.0% | -12.2% | -4.7% |
| 30D | -15.9% | +30.1% | -46.0% | -23.1% |
| 3M | +33.1% | +14.7% | +18.5% | +26.8% |
| 6M | -31.0% | +44.5% | -75.5% | -39.4% |
| YTD | -15.1% | +59.4% | -74.5% | -27.8% |
| 1Y | -45.6% | +77.5% | -123.2% | -54.5% |
| All | -45.6% | +71.2% | -116.8% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling