+271.2%
SWKS vs MTSI
+1,004.6%
-733.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.8% | -9.6% | -2.8% |
| 7D | -6.2% | -10.0% | +3.8% | -3.5% |
| 30D | -1.5% | -37.2% | +35.7% | +14.5% |
| 3M | +23.0% | -30.1% | +53.0% | +34.9% |
| 6M | +27.6% | -31.9% | +59.5% | +39.2% |
| YTD | +32.3% | +23.2% | +9.1% | +12.0% |
| 1Y | +20.1% | +26.4% | -6.3% | +0.3% |
| 3Y | +0.6% | +186.2% | -185.5% | -40.7% |
| 5Y | -42.3% | +187.0% | -229.4% | -66.3% |
| 10Y | +35.9% | +460.4% | -424.4% | -47.4% |
| All | +271.2% | +1,004.6% | -733.4% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling