+2.4%
SWKS vs MSTZ
-29.5%
+31.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +3.7% |
| 7D | +12.5% | -29.7% | +42.2% | +10.9% |
| 30D | +10.5% | -65.3% | +75.8% | +5.4% |
| 3M | -7.4% | -57.3% | +49.9% | -9.2% |
| 6M | +32.7% | -61.6% | +94.3% | +30.6% |
| YTD | +19.2% | -78.3% | +97.4% | +17.6% |
| 1Y | +2.4% | -30.2% | +32.6% | +21.8% |
| All | +2.4% | -29.5% | +31.8% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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