+32.0%
SCHD vs MSTU
-86.5%
+118.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.6% | +7.5% | -1.0% |
| 7D | -1.1% | +16.1% | -17.3% | -1.5% |
| 30D | +1.5% | +68.7% | -67.1% | +0.1% |
| 3M | +7.4% | -11.0% | +18.4% | +7.0% |
| 6M | +12.4% | -33.4% | +45.7% | +12.0% |
| YTD | +27.5% | -59.5% | +87.0% | +27.5% |
| 1Y | +30.0% | -93.4% | +123.4% | +35.4% |
| All | +32.0% | -86.5% | +118.5% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling