-43.6%
SWKS vs MSI
+118.7%
-162.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -6.2% | +4.7% | -10.8% | -8.5% |
| 30D | -1.5% | +14.8% | -16.2% | -8.5% |
| 3M | +23.0% | +8.8% | +14.2% | +16.9% |
| 6M | +27.6% | +19.3% | +8.3% | +13.8% |
| YTD | +32.3% | +35.3% | -3.0% | +8.2% |
| 1Y | +20.1% | +33.8% | -13.6% | -1.1% |
| 3Y | +0.6% | +74.4% | -73.8% | -34.3% |
| All | -43.6% | +118.7% | -162.3% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling