+356.3%
MTSI vs SCHG
+82.0%
+274.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +5.0% |
| 7D | +11.1% | -0.9% | +12.0% | +12.2% |
| 30D | -3.7% | -2.3% | -1.4% | -1.1% |
| 3M | -20.2% | +4.5% | -24.8% | -24.4% |
| 6M | +30.8% | +13.6% | +17.3% | +12.3% |
| YTD | +67.0% | +7.6% | +59.5% | +53.0% |
| 1Y | +120.4% | +13.0% | +107.4% | +91.3% |
| 3Y | +260.4% | +87.0% | +173.4% | +83.2% |
| 5Y | +356.3% | +82.9% | +273.4% | +149.1% |
| All | +356.3% | +82.0% | +274.2% | +149.1% |
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