+23.6%
SWKS vs MSTU
-91.0%
+114.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.1% | 0.0% |
| 7D | -3.1% | -21.7% | +18.6% | -2.6% |
| 30D | +8.3% | -42.8% | +51.1% | +9.5% |
| 3M | +20.2% | +21.4% | -1.2% | +16.5% |
| 6M | +24.9% | -74.1% | +99.0% | +26.5% |
| YTD | +33.2% | -72.4% | +105.5% | +32.7% |
| 1Y | +23.6% | -90.1% | +113.7% | +33.5% |
| All | +23.6% | -91.0% | +114.6% | +33.5% |
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