-42.3%
MSTR vs SWKS
+14.2%
-56.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.9% | +8.0% | +5.5% |
| 7D | -1.8% | -4.9% | +3.1% | -1.1% |
| 30D | -13.3% | -1.2% | -12.1% | -13.2% |
| 3M | +46.0% | +24.2% | +21.8% | +36.1% |
| 6M | -22.4% | +21.5% | -43.9% | -28.1% |
| YTD | -6.2% | +33.5% | -39.7% | -17.4% |
| 1Y | -42.3% | +18.9% | -61.2% | -43.8% |
| All | -42.3% | +14.2% | -56.4% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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