+36.8%
SCHD vs MTSI
+43.1%
-6.3%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.3% |
| 7D | +1.4% | +29.1% | -27.7% | +2.0% |
| 30D | +7.7% | -20.4% | +28.1% | +7.2% |
| 3M | +5.7% | -20.9% | +26.6% | +5.4% |
| 6M | +14.9% | -32.3% | +47.2% | +15.0% |
| YTD | +34.2% | +43.5% | -9.3% | +32.7% |
| 1Y | +36.8% | +43.8% | -7.0% | +35.0% |
| All | +36.8% | +43.1% | -6.3% | +35.0% |
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