-88.0%
MSTU vs SCHG
+39.5%
-127.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | -0.1% |
| 7D | -16.6% | -1.0% | -15.6% | -12.4% |
| 30D | +69.7% | -1.3% | +71.0% | +85.4% |
| 3M | -7.5% | +5.4% | -12.9% | -20.3% |
| 6M | -43.1% | +14.4% | -57.5% | -62.4% |
| YTD | -63.0% | +8.0% | -71.1% | -66.7% |
| 1Y | -93.8% | +12.7% | -106.5% | -95.0% |
| All | -88.0% | +39.5% | -127.5% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling