+572.4%
MSTR vs SWKS
+31.5%
+540.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.2% | -8.1% |
| 7D | -8.7% | -9.2% | +0.5% | -3.6% |
| 30D | -21.4% | -1.9% | -19.5% | -20.8% |
| 3M | +31.4% | +21.2% | +10.2% | +12.4% |
| 6M | -30.8% | +12.9% | -43.7% | -40.3% |
| YTD | -14.9% | +30.7% | -45.6% | -34.7% |
| 1Y | -49.3% | +14.1% | -63.4% | -57.5% |
| 3Y | +184.8% | -1.7% | +186.5% | +147.4% |
| 5Y | +62.1% | -43.0% | +105.1% | +96.6% |
| All | +572.4% | +31.5% | +540.8% | +527.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling