+30.4%
SCHD vs MSTU
-88.1%
+118.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.8% | +6.5% | -0.2% |
| 7D | -3.1% | -22.0% | +18.9% | -2.7% |
| 30D | -0.8% | +60.3% | -61.1% | -2.1% |
| 3M | +6.2% | -3.7% | +9.9% | +5.6% |
| 6M | +11.8% | -45.2% | +57.0% | +11.9% |
| YTD | +26.0% | -64.3% | +90.3% | +26.3% |
| 1Y | +28.1% | -94.0% | +122.2% | +33.7% |
| All | +30.4% | -88.1% | +118.5% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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