-89.8%
MSTU vs SWK
+21.2%
-111.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -4.3% | +11.0% | -15.3% | -13.2% |
| 30D | -34.6% | +30.1% | -64.6% | -49.1% |
| 3M | +39.0% | +14.7% | +24.4% | +22.1% |
| 6M | -70.5% | +44.5% | -115.0% | -79.9% |
| YTD | -68.6% | +59.4% | -128.0% | -81.1% |
| 1Y | -88.6% | +77.5% | -166.2% | -94.0% |
| All | -89.8% | +21.2% | -111.0% | -91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling