-90.1%
MSTU vs SWK
+73.5%
-163.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.2% | -10.7% | -11.4% |
| 7D | -23.0% | -2.0% | -21.0% | -21.8% |
| 30D | -47.7% | +24.6% | -72.3% | -54.5% |
| 3M | +12.5% | +10.8% | +1.7% | +5.4% |
| 6M | -76.1% | +46.1% | -122.1% | -81.4% |
| YTD | -75.5% | +56.8% | -132.3% | -81.6% |
| 1Y | -90.1% | +72.7% | -162.8% | -92.6% |
| All | -90.1% | +73.5% | -163.5% | -92.6% |
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