+37.0%
SWKS vs MSTZ
-8.3%
+45.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.8% | -10.1% | +2.9% |
| 7D | +10.9% | +25.6% | -14.7% | +11.1% |
| 30D | +17.6% | +50.6% | -33.0% | +18.2% |
| 3M | +29.2% | -64.5% | +93.7% | +23.2% |
| 6M | +37.0% | -14.0% | +51.0% | +35.3% |
| All | +37.0% | -8.3% | +45.2% | +35.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling