+1,079.2%
SWKS vs MSCI
+3,169.6%
-2,090.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.7% | -0.7% |
| 7D | -9.2% | +6.0% | -15.2% | -12.0% |
| 30D | -1.9% | +18.2% | -20.1% | -10.0% |
| 3M | +21.2% | +15.1% | +6.1% | +12.2% |
| 6M | +12.9% | +13.7% | -0.8% | +3.5% |
| YTD | +30.7% | +15.6% | +15.1% | +17.1% |
| 1Y | +14.1% | +16.3% | -2.2% | +1.8% |
| 3Y | -1.7% | +36.9% | -38.6% | -21.3% |
| 5Y | -43.0% | +6.3% | -49.3% | -49.1% |
| 10Y | +34.3% | +823.0% | -788.7% | -57.0% |
| All | +1,079.2% | +3,169.6% | -2,090.4% | +126.2% |
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 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