+1,115.9%
MTSI vs SCHG
+813.4%
+302.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.7% | +8.6% | +8.0% |
| 7D | +7.2% | -0.9% | +8.0% | +10.2% |
| 30D | -18.4% | -5.9% | -12.5% | -9.0% |
| 3M | -16.7% | -3.4% | -13.3% | -10.4% |
| 6M | -31.7% | +1.1% | -32.8% | -30.6% |
| YTD | +45.9% | +5.9% | +40.0% | +39.1% |
| 1Y | +47.0% | +4.6% | +42.4% | +43.1% |
| 3Y | +224.1% | +80.6% | +143.4% | +56.8% |
| 5Y | +238.5% | +73.9% | +164.6% | +72.8% |
| 10Y | +512.7% | +438.8% | +73.9% | -32.6% |
| All | +1,115.9% | +813.4% | +302.5% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling