+23.8%
SWKS vs MSTU
-90.3%
+114.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.1% | +5.9% | +0.9% |
| 7D | -2.7% | -9.3% | +6.5% | -2.6% |
| 30D | +8.5% | -38.3% | +46.8% | +9.5% |
| 3M | +17.3% | +24.0% | -6.8% | +13.7% |
| 6M | +25.1% | -72.1% | +97.2% | +26.5% |
| YTD | +33.3% | -70.2% | +103.6% | +32.6% |
| All | +23.8% | -90.3% | +114.0% | +33.4% |
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