+77.5%
SWK vs MSTZ
-56.8%
+134.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.3% |
| 7D | +11.0% | -1.2% | +12.2% | +11.2% |
| 30D | +30.1% | +22.2% | +7.9% | +31.4% |
| 3M | +14.7% | -70.4% | +85.1% | +11.6% |
| 6M | +44.5% | -31.0% | +75.5% | +48.0% |
| YTD | +59.4% | -81.0% | +140.4% | +58.4% |
| 1Y | +77.5% | -61.2% | +138.7% | +80.7% |
| All | +77.5% | -56.8% | +134.3% | +80.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling