+19.2%
SWK vs MSTZ
-99.4%
+118.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +32.2% |
| 3M | +14.7% | -70.4% | +85.1% | +9.8% |
| 6M | +44.5% | -31.0% | +75.5% | +48.4% |
| YTD | +59.4% | -81.0% | +140.4% | +57.1% |
| 1Y | +77.5% | -61.2% | +138.7% | +85.0% |
| All | +19.2% | -99.4% | +118.6% | +12.4% |
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