+22.6%
SWK vs MSTZ
-99.3%
+121.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.9% | -2.1% | +3.1% |
| 7D | +10.7% | +4.3% | +6.4% | +11.2% |
| 30D | +33.3% | +30.2% | +3.2% | +36.0% |
| 3M | +14.7% | -66.9% | +81.6% | +10.5% |
| 6M | +48.5% | -26.3% | +74.9% | +53.0% |
| YTD | +63.9% | -80.1% | +144.0% | +62.0% |
| 1Y | +80.4% | -57.5% | +137.9% | +89.1% |
| All | +22.6% | -99.3% | +121.9% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling