+1,104.0%
SWKS vs MSCI
+3,261.3%
-2,157.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.4% | -8.3% | -5.5% |
| 7D | -4.9% | +11.5% | -16.4% | -10.1% |
| 30D | -1.2% | +22.1% | -23.3% | -10.8% |
| 3M | +24.2% | +18.4% | +5.7% | +13.3% |
| 6M | +21.5% | +16.6% | +4.8% | +10.0% |
| YTD | +33.5% | +18.8% | +14.6% | +18.0% |
| 1Y | +18.9% | +19.0% | -0.1% | +4.9% |
| 3Y | +0.4% | +40.7% | -40.3% | -20.7% |
| 5Y | -44.3% | +7.9% | -52.2% | -50.6% |
| 10Y | +37.1% | +848.9% | -811.7% | -56.6% |
| All | +1,104.0% | +3,261.3% | -2,157.3% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling