-92.4%
MSTU vs SWK
+19.6%
-112.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.2% |
| 7D | -25.8% | -1.4% | -24.4% | -24.7% |
| 30D | -43.9% | +25.5% | -69.3% | -54.8% |
| 3M | +2.9% | +11.8% | -8.9% | -7.4% |
| 6M | -75.5% | +48.7% | -124.2% | -83.8% |
| YTD | -76.7% | +57.2% | -133.9% | -85.8% |
| 1Y | -88.9% | +75.3% | -164.2% | -94.1% |
| All | -92.4% | +19.6% | -112.0% | -93.4% |
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