+0.3%
SWKS vs MSTU
-91.8%
+92.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -12.9% | +15.6% | +3.5% |
| 7D | +10.9% | -23.0% | +33.9% | +12.5% |
| 30D | +17.6% | -47.7% | +65.3% | +21.4% |
| 3M | +29.2% | +12.5% | +16.7% | +23.7% |
| 6M | +37.0% | -76.1% | +113.0% | +43.7% |
| YTD | +44.9% | -75.5% | +120.4% | +46.8% |
| 1Y | +33.8% | -90.1% | +123.9% | +45.3% |
| All | +0.3% | -91.8% | +92.1% | -0.2% |
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