+514.9%
MTSI vs SWK
+2.4%
+512.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.0% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | +2.1% | -5.7% | +7.8% | +5.0% |
| 3M | -29.7% | +24.1% | -53.8% | -37.4% |
| 6M | +12.5% | +24.7% | -12.2% | -0.5% |
| YTD | +57.0% | +33.9% | +23.1% | +32.4% |
| 1Y | +103.9% | +34.7% | +69.2% | +69.8% |
| 3Y | +223.6% | +15.3% | +208.3% | +176.4% |
| 5Y | +321.6% | -39.3% | +360.8% | +397.6% |
| All | +514.9% | +2.4% | +512.5% | +416.4% |
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