+237.8%
SCHD vs MTSI
+529.6%
-291.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.4% |
| 7D | -1.1% | +4.9% | -6.0% | -1.8% |
| 30D | +1.5% | -11.6% | +13.1% | +2.8% |
| 3M | +7.4% | -24.1% | +31.5% | +10.2% |
| 6M | +12.4% | +32.4% | -20.1% | +6.0% |
| YTD | +27.5% | +60.4% | -32.9% | +16.6% |
| 1Y | +30.0% | +111.0% | -81.0% | +13.6% |
| 3Y | +56.5% | +246.1% | -189.6% | +23.7% |
| 5Y | +60.7% | +340.3% | -279.6% | +20.4% |
| 10Y | +237.8% | +539.5% | -301.8% | +109.5% |
| All | +237.8% | +529.6% | -291.8% | +109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling