-7.6%
SWKS vs MSFU
+97.0%
-104.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | -0.4% |
| 7D | -9.2% | +1.0% | -10.2% | -9.7% |
| 30D | -1.9% | +0.6% | -2.5% | -2.6% |
| 3M | +21.2% | +16.4% | +4.8% | +15.5% |
| 6M | +12.9% | +53.0% | -40.1% | -2.2% |
| YTD | +30.7% | +3.5% | +27.3% | +25.3% |
| 1Y | +14.1% | -7.8% | +22.0% | +14.0% |
| 3Y | -1.7% | +35.6% | -37.3% | -23.7% |
| All | -7.6% | +97.0% | -104.6% | -44.2% |
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