-15.8%
SWKS vs MSFU
+76.3%
-92.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.2% | +7.7% | +4.5% |
| 7D | +12.5% | -5.7% | +18.2% | +13.9% |
| 30D | +10.5% | +4.2% | +6.3% | +9.0% |
| 3M | -7.4% | +27.9% | -35.3% | -14.3% |
| 6M | +32.7% | +37.1% | -4.5% | +17.4% |
| YTD | +19.2% | -7.4% | +26.5% | +18.2% |
| 1Y | +2.4% | -19.6% | +22.0% | +6.6% |
| 3Y | -25.6% | +33.2% | -58.8% | -43.2% |
| All | -15.8% | +76.3% | -92.1% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling