-8.4%
SWKS vs MSTZ
-99.4%
+90.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.3% |
| 7D | -6.2% | -1.2% | -4.9% | -6.1% |
| 30D | -1.5% | +22.2% | -23.7% | +0.2% |
| 3M | +23.0% | -70.4% | +93.4% | +15.9% |
| 6M | +27.6% | -31.0% | +58.6% | +30.8% |
| YTD | +32.3% | -81.0% | +113.4% | +29.4% |
| 1Y | +20.1% | -61.2% | +81.3% | +26.1% |
| All | -8.4% | -99.4% | +90.9% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling