+564.3%
MTSI vs SCHG
+459.0%
+105.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.3% |
| 7D | +2.2% | -1.0% | +3.3% | +3.6% |
| 30D | -11.5% | -1.3% | -10.3% | -10.2% |
| 3M | -26.6% | +5.4% | -32.1% | -31.7% |
| 6M | +23.5% | +14.4% | +9.1% | +3.3% |
| YTD | +60.5% | +8.0% | +52.5% | +44.8% |
| 1Y | +109.7% | +12.7% | +97.0% | +79.8% |
| 3Y | +247.8% | +85.6% | +162.2% | +58.3% |
| 5Y | +328.4% | +85.5% | +242.9% | +95.9% |
| All | +564.3% | +459.0% | +105.3% | -42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling