+120.4%
MSTR vs SWK
-38.7%
+159.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.0% |
| 7D | +12.2% | -0.4% | +12.6% | +12.4% |
| 30D | +45.2% | -5.7% | +50.9% | +50.6% |
| 3M | +10.4% | +24.1% | -13.7% | -5.9% |
| 6M | -2.5% | +24.7% | -27.2% | -18.0% |
| YTD | -6.0% | +33.9% | -40.0% | -25.4% |
| 1Y | -56.4% | +34.7% | -91.1% | -65.9% |
| 3Y | +306.3% | +15.3% | +291.0% | +228.3% |
| All | +120.4% | -38.7% | +159.1% | +152.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling