+0.2%
SWK vs MSTZ
-99.3%
+99.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +1.0% |
| 7D | -0.4% | -29.7% | +29.3% | -1.9% |
| 30D | -5.7% | -65.3% | +59.6% | -10.1% |
| 3M | +24.1% | -57.3% | +81.4% | +21.5% |
| 6M | +24.7% | -61.6% | +86.3% | +23.1% |
| YTD | +33.9% | -78.3% | +112.2% | +31.3% |
| 1Y | +34.7% | -30.2% | +64.9% | +45.5% |
| All | +0.2% | -99.3% | +99.5% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling