-43.0%
SWKS vs MSI
+117.4%
-160.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -4.2% |
| 7D | -9.2% | +5.1% | -14.3% | -11.6% |
| 30D | -1.9% | +13.3% | -15.2% | -8.3% |
| 3M | +21.2% | +18.3% | +2.9% | +9.7% |
| 6M | +12.9% | +18.7% | -5.8% | +1.1% |
| YTD | +30.7% | +36.0% | -5.3% | +6.6% |
| 1Y | +14.1% | +32.6% | -18.4% | -5.4% |
| 3Y | -1.7% | +78.3% | -80.0% | -36.9% |
| 5Y | -43.0% | +121.6% | -164.6% | -70.8% |
| All | -43.0% | +117.4% | -160.4% | -70.8% |
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