+247.7%
MTSI vs SCHG
+86.7%
+161.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +3.3% |
| 7D | +4.9% | -0.1% | +4.9% | +4.8% |
| 30D | -11.6% | -1.5% | -10.1% | -9.8% |
| 3M | -24.1% | +4.4% | -28.5% | -28.6% |
| 6M | +32.4% | +15.7% | +16.7% | +7.5% |
| YTD | +60.4% | +8.3% | +52.1% | +43.1% |
| 1Y | +111.0% | +14.2% | +96.8% | +75.0% |
| All | +247.7% | +86.7% | +161.0% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling