+41.8%
SCHD vs MTSI
+59.5%
-17.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.8% |
| 7D | +3.2% | -10.7% | +13.8% | +2.9% |
| 30D | +10.7% | -29.0% | +39.7% | +9.8% |
| 3M | +7.8% | -14.7% | +22.5% | +7.4% |
| 6M | +16.7% | -20.1% | +36.8% | +16.1% |
| YTD | +35.3% | +36.1% | -0.9% | +34.8% |
| 1Y | +41.8% | +61.7% | -20.0% | +41.5% |
| All | +41.8% | +59.5% | -17.8% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling