+1,252.0%
MSTR vs SWKS
+1,687.4%
-435.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.5% |
| 7D | +12.2% | +12.5% | -0.3% | +7.9% |
| 30D | +45.2% | +10.5% | +34.7% | +40.5% |
| 3M | +10.4% | -7.4% | +17.8% | +12.8% |
| 6M | -2.5% | +32.7% | -35.1% | -12.1% |
| YTD | -6.0% | +19.2% | -25.2% | -13.2% |
| 1Y | -56.4% | +2.4% | -58.8% | -57.8% |
| 3Y | +306.3% | -25.6% | +331.9% | +330.2% |
| 5Y | +100.5% | -53.4% | +153.9% | +154.6% |
| 10Y | +741.1% | +23.2% | +717.9% | +686.6% |
| All | +1,252.0% | +1,687.4% | -435.5% | +241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling