-7.8%
SWKS vs MSTU
-90.8%
+82.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.1% | +0.3% |
| 7D | -3.1% | -21.7% | +18.6% | -1.9% |
| 30D | +8.3% | -42.8% | +51.1% | +11.3% |
| 3M | +20.2% | +21.4% | -1.2% | +14.7% |
| 6M | +24.9% | -74.1% | +99.0% | +30.6% |
| YTD | +33.2% | -72.4% | +105.5% | +34.0% |
| 1Y | +23.6% | -90.1% | +113.7% | +34.7% |
| All | -7.8% | -90.8% | +82.9% | -8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling