+32.7%
SWKS vs MSTU
-37.9%
+70.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +3.7% |
| 7D | +12.5% | +21.3% | -8.8% | +10.5% |
| 30D | +10.5% | +90.8% | -80.3% | +3.6% |
| 3M | -7.4% | -6.8% | -0.6% | -8.0% |
| 6M | +32.7% | -39.8% | +72.5% | +32.4% |
| All | +32.7% | -37.9% | +70.6% | +32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling