-43.0%
SWKS vs MTSI
+153.3%
-196.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -18.4% | +16.3% | +6.1% |
| 7D | -9.2% | -24.6% | +15.4% | +1.8% |
| 30D | -1.9% | -45.7% | +43.8% | +26.2% |
| 3M | +21.2% | -27.7% | +49.0% | +31.5% |
| 6M | +12.9% | -37.3% | +50.2% | +29.1% |
| YTD | +30.7% | +11.1% | +19.6% | +5.6% |
| 1Y | +14.1% | +27.2% | -13.0% | -16.3% |
| 3Y | -1.7% | +153.7% | -155.4% | -57.7% |
| 5Y | -43.0% | +159.0% | -202.0% | -77.4% |
| All | -43.0% | +153.3% | -196.3% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling