+23.6%
SWKS vs MSI
+36.5%
-13.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -3.1% | +7.4% | -10.6% | -3.8% |
| 30D | +8.3% | +18.7% | -10.4% | +6.5% |
| 3M | +20.2% | +14.5% | +5.8% | +18.2% |
| 6M | +24.9% | +38.1% | -13.2% | +19.3% |
| YTD | +33.2% | +38.7% | -5.6% | +22.7% |
| 1Y | +23.6% | +35.4% | -11.8% | +23.7% |
| All | +23.6% | +36.5% | -13.0% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling