+233.8%
MTSI vs SCHG
+73.3%
+160.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.7% | +8.6% | +8.1% |
| 7D | +7.2% | -0.9% | +8.0% | +10.0% |
| 30D | -18.4% | -5.9% | -12.5% | -9.7% |
| 3M | -16.7% | -3.4% | -13.3% | -10.8% |
| 6M | -31.7% | +1.1% | -32.8% | -30.5% |
| YTD | +45.9% | +5.9% | +40.0% | +40.1% |
| 1Y | +47.0% | +4.6% | +42.4% | +43.8% |
| 3Y | +224.1% | +80.6% | +143.4% | +76.4% |
| All | +233.8% | +73.3% | +160.5% | +99.7% |
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