-87.2%
MSTU vs SWK
+87.6%
-174.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +13.1% | -2.8% | +1.4% |
| 7D | -4.8% | +17.9% | -22.7% | -15.3% |
| 30D | -29.6% | +31.9% | -61.5% | -41.9% |
| 3M | +69.4% | +16.6% | +52.8% | +51.9% |
| 6M | -62.2% | +61.1% | -123.4% | -73.6% |
| YTD | -61.1% | +64.2% | -125.3% | -73.4% |
| 1Y | -87.2% | +85.2% | -172.4% | -92.1% |
| All | -87.2% | +87.6% | -174.8% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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