-9.5%
SWKS vs MSTU
-89.4%
+79.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -18.3% | +16.2% | -1.0% |
| 7D | -9.2% | -18.2% | +9.0% | -8.3% |
| 30D | -1.9% | -42.7% | +40.8% | +0.7% |
| 3M | +21.2% | +37.0% | -15.8% | +14.9% |
| 6M | +12.9% | -70.1% | +83.0% | +17.0% |
| YTD | +30.7% | -68.2% | +98.9% | +30.5% |
| 1Y | +14.1% | -90.1% | +104.2% | +24.8% |
| All | -9.5% | -89.4% | +79.9% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling