+18.9%
SWKS vs MSTZ
-63.1%
+82.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.6% | +6.7% | -3.2% |
| 7D | -4.9% | +0.7% | -5.7% | -4.9% |
| 30D | -1.2% | +16.6% | -17.8% | -0.6% |
| 3M | +24.2% | -74.7% | +98.8% | +18.8% |
| 6M | +21.5% | -43.9% | +65.4% | +21.4% |
| YTD | +33.5% | -84.0% | +117.5% | +30.9% |
| 1Y | +18.9% | -65.1% | +84.0% | +29.3% |
| All | +18.9% | -63.1% | +82.0% | +29.3% |
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