+502.4%
MTSI vs SCHG
+436.2%
+66.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.2% |
| 7D | +29.1% | +4.6% | +24.5% | +21.9% |
| 30D | -20.4% | -6.2% | -14.2% | -10.8% |
| 3M | -20.9% | -3.5% | -17.4% | -14.7% |
| 6M | -32.3% | +0.9% | -33.2% | -31.0% |
| YTD | +43.5% | +5.6% | +37.9% | +37.5% |
| 1Y | +43.8% | +4.4% | +39.4% | +40.3% |
| 3Y | +218.8% | +80.1% | +138.6% | +55.5% |
| 5Y | +228.3% | +71.3% | +157.1% | +73.5% |
| All | +502.4% | +436.2% | +66.1% | -52.3% |
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