-6.5%
SWKS vs MSFU
+93.3%
-99.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.6% |
| 7D | -6.2% | +2.5% | -8.6% | -7.0% |
| 30D | -1.5% | -1.3% | -0.2% | -1.8% |
| 3M | +23.0% | +8.6% | +14.3% | +19.2% |
| 6M | +27.6% | +48.4% | -20.8% | +11.5% |
| YTD | +32.3% | +1.6% | +30.8% | +27.3% |
| 1Y | +20.1% | -5.8% | +25.9% | +18.5% |
| 3Y | +0.6% | +30.9% | -30.3% | -21.0% |
| All | -6.5% | +93.3% | -99.8% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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