+1.5%
SWKS vs MTSI
+210.8%
-209.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | -4.9% | -10.7% | +5.7% | -1.1% |
| 30D | -1.2% | -29.0% | +27.8% | +10.6% |
| 3M | +24.2% | -14.7% | +38.9% | +26.2% |
| 6M | +21.5% | -20.1% | +41.6% | +25.7% |
| YTD | +33.5% | +36.1% | -2.6% | +5.3% |
| 1Y | +18.9% | +61.7% | -42.8% | -15.5% |
| All | +1.5% | +210.8% | -209.3% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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