+32.1%
SWKS vs MSI
+676.2%
-644.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -6.2% | +4.7% | -10.8% | -8.7% |
| 30D | -1.5% | +14.8% | -16.2% | -9.2% |
| 3M | +23.0% | +8.8% | +14.2% | +16.4% |
| 6M | +27.6% | +19.3% | +8.3% | +12.8% |
| YTD | +32.3% | +35.3% | -3.0% | +7.5% |
| 1Y | +20.1% | +33.8% | -13.6% | -1.8% |
| 3Y | +0.6% | +74.4% | -73.8% | -32.3% |
| 5Y | -42.3% | +120.5% | -162.8% | -67.1% |
| All | +32.1% | +676.2% | -644.1% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling