-43.6%
SWKS vs MSCI
+3.6%
-47.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.2% |
| 7D | -6.2% | +2.8% | -9.0% | -7.6% |
| 30D | -1.5% | +15.4% | -16.9% | -8.1% |
| 3M | +23.0% | +13.4% | +9.6% | +15.2% |
| 6M | +27.6% | +10.9% | +16.7% | +18.7% |
| YTD | +32.3% | +13.0% | +19.3% | +19.9% |
| 1Y | +20.1% | +12.0% | +8.1% | +9.3% |
| 3Y | +0.6% | +34.1% | -33.4% | -20.6% |
| All | -43.6% | +3.6% | -47.1% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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