+234.3%
SWKS vs MTSI
+1,308.1%
-1,073.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | +0.1% | +2.2% |
| 7D | +12.5% | +1.4% | +11.1% | +11.9% |
| 30D | +10.5% | +2.1% | +8.4% | +8.2% |
| 3M | -7.4% | -29.7% | +22.3% | +4.1% |
| 6M | +32.7% | +12.5% | +20.1% | +22.6% |
| YTD | +19.2% | +57.0% | -37.9% | -4.6% |
| 1Y | +2.4% | +103.9% | -101.5% | -26.9% |
| 3Y | -25.6% | +223.6% | -249.2% | -56.7% |
| 5Y | -53.4% | +321.6% | -375.0% | -75.5% |
| 10Y | +23.2% | +517.7% | -494.5% | -52.6% |
| All | +234.3% | +1,308.1% | -1,073.8% | -6.1% |
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