+1,252.0%
MSTR vs SWK
+347.7%
+904.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +49.3% |
| 3M | +10.4% | +24.1% | -13.7% | -1.8% |
| 6M | -2.5% | +24.7% | -27.2% | -14.0% |
| YTD | -6.0% | +33.9% | -40.0% | -20.4% |
| 1Y | -56.4% | +34.7% | -91.1% | -63.4% |
| 3Y | +306.3% | +15.3% | +291.0% | +255.1% |
| 5Y | +100.5% | -39.3% | +139.8% | +139.1% |
| 10Y | +741.1% | +2.5% | +738.6% | +611.3% |
| All | +1,252.0% | +347.7% | +904.2% | +326.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling