+494.8%
SCHD vs MTSI
+1,308.1%
-813.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.2% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | +3.4% | +2.1% | +1.4% | +2.8% |
| 3M | +7.6% | -29.7% | +37.4% | +11.2% |
| 6M | +12.2% | +12.5% | -0.4% | +8.5% |
| YTD | +29.0% | +57.0% | -28.1% | +19.0% |
| 1Y | +30.3% | +103.9% | -73.6% | +15.6% |
| 3Y | +56.1% | +223.6% | -167.4% | +27.2% |
| 5Y | +60.4% | +321.6% | -261.1% | +24.2% |
| 10Y | +241.3% | +517.7% | -276.4% | +127.5% |
| All | +494.8% | +1,308.1% | -813.3% | +263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling