+62.1%
MSTR vs SWKS
-44.4%
+106.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.2% | -7.9% |
| 7D | -8.7% | -9.2% | +0.5% | -2.4% |
| 30D | -21.4% | -1.9% | -19.5% | -20.7% |
| 3M | +31.4% | +21.2% | +10.2% | +7.2% |
| 6M | -30.8% | +12.9% | -43.7% | -43.3% |
| YTD | -14.9% | +30.7% | -45.6% | -40.8% |
| 1Y | -49.3% | +14.1% | -63.4% | -60.1% |
| 3Y | +184.8% | -1.7% | +186.5% | +117.5% |
| 5Y | +62.1% | -43.0% | +105.1% | +126.0% |
| All | +62.1% | -44.4% | +106.5% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling