-49.3%
MSTR vs SWKS
+13.5%
-62.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.2% | -9.0% |
| 7D | -8.7% | -9.2% | +0.5% | -7.4% |
| 30D | -21.4% | -1.9% | -19.5% | -21.2% |
| 3M | +31.4% | +21.2% | +10.2% | +23.1% |
| 6M | -30.8% | +12.9% | -43.7% | -34.6% |
| YTD | -14.9% | +30.7% | -45.6% | -24.8% |
| 1Y | -49.3% | +14.1% | -63.4% | -49.9% |
| All | -49.3% | +13.5% | -62.8% | -49.9% |
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