+2.4%
SWKS vs MSTU
-92.8%
+95.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +3.7% |
| 7D | +12.5% | +21.3% | -8.8% | +11.0% |
| 30D | +10.5% | +90.8% | -80.3% | +5.6% |
| 3M | -7.4% | -6.8% | -0.6% | -8.7% |
| 6M | +32.7% | -39.8% | +72.5% | +31.7% |
| YTD | +19.2% | -55.7% | +74.8% | +19.1% |
| 1Y | +2.4% | -92.7% | +95.0% | +25.5% |
| All | +2.4% | -92.8% | +95.1% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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