-88.6%
MSTU vs SWK
+71.2%
-159.8%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -4.3% | +11.0% | -15.3% | -10.3% |
| 30D | -34.6% | +30.1% | -64.6% | -44.7% |
| 3M | +39.0% | +14.7% | +24.4% | +27.3% |
| 6M | -70.5% | +44.5% | -115.0% | -77.0% |
| YTD | -68.6% | +59.4% | -128.0% | -76.9% |
| 1Y | -88.6% | +77.5% | -166.2% | -92.0% |
| All | -88.6% | +71.2% | -159.8% | -92.0% |
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