-90.3%
MSTU vs SWK
+24.7%
-115.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.8% | -7.9% | -7.7% |
| 7D | -9.3% | +10.7% | -20.0% | -17.6% |
| 30D | -38.3% | +33.3% | -71.6% | -53.2% |
| 3M | +24.0% | +14.7% | +9.4% | +8.6% |
| 6M | -72.1% | +48.5% | -120.6% | -81.5% |
| YTD | -70.2% | +63.9% | -134.1% | -82.6% |
| 1Y | -89.6% | +80.4% | -170.0% | -94.6% |
| All | -90.3% | +24.7% | -115.0% | -91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling