-87.2%
MSTU vs SCHG
+5.5%
-92.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.3% | +9.1% | +3.9% |
| 7D | -4.8% | -2.5% | -2.3% | +10.3% |
| 30D | -29.6% | -5.4% | -24.1% | -2.3% |
| 3M | +69.4% | -2.2% | +71.5% | +109.3% |
| 6M | -62.2% | +5.2% | -67.4% | -65.2% |
| YTD | -61.1% | +6.8% | -67.9% | -64.7% |
| 1Y | -87.2% | +5.9% | -93.1% | -88.0% |
| All | -87.2% | +5.5% | -92.7% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling