-92.7%
MSTU vs SWK
+37.3%
-130.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.8% |
| 7D | +21.3% | -0.4% | +21.8% | +21.6% |
| 30D | +90.8% | -5.7% | +96.5% | +99.2% |
| 3M | -6.8% | +24.1% | -30.8% | -22.5% |
| 6M | -39.8% | +24.7% | -64.5% | -50.9% |
| YTD | -55.7% | +33.9% | -89.6% | -66.0% |
| 1Y | -92.7% | +34.7% | -127.3% | -93.9% |
| All | -92.7% | +37.3% | -130.0% | -93.9% |
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