-25.2%
SWKS vs MSI
+70.3%
-95.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.8% |
| 7D | +12.5% | -3.7% | +16.2% | +13.9% |
| 30D | +10.5% | +6.8% | +3.7% | +7.4% |
| 3M | -7.4% | +14.3% | -21.7% | -12.4% |
| 6M | +32.7% | -1.6% | +34.2% | +33.0% |
| YTD | +19.2% | +22.8% | -3.6% | +7.3% |
| 1Y | +2.4% | -1.1% | +3.5% | +2.5% |
| All | -25.2% | +70.3% | -95.6% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling