+17.3%
SWK vs MSTZ
-99.2%
+116.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.8% | -15.1% | -1.5% |
| 7D | -2.0% | +25.6% | -27.5% | -0.6% |
| 30D | +24.6% | +50.6% | -26.0% | +28.2% |
| 3M | +10.8% | -64.5% | +75.3% | +7.2% |
| 6M | +46.1% | -14.0% | +60.1% | +51.8% |
| YTD | +56.8% | -76.4% | +133.2% | +56.6% |
| 1Y | +72.7% | -56.2% | +129.0% | +81.0% |
| All | +17.3% | -99.2% | +116.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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