+30.9%
SCHD vs MSTZ
-99.1%
+130.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.1% | +0.3% |
| 7D | -2.0% | +17.0% | -19.0% | -1.6% |
| 30D | -0.4% | -61.8% | +61.4% | -1.8% |
| 3M | +5.7% | -54.6% | +60.3% | +5.1% |
| 6M | +11.9% | -59.3% | +71.1% | +11.4% |
| YTD | +26.4% | -74.6% | +101.0% | +25.9% |
| 1Y | +27.6% | -18.8% | +46.4% | +31.6% |
| All | +30.9% | -99.1% | +130.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 3y: compounded portfolio wealth divided by compounded MSTZ 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…
3y analysis · Full analysis span regression · 6 months rolling