+520.6%
SCHD vs MTSI
+1,208.2%
-687.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | -0.6% |
| 7D | -0.5% | +7.2% | -7.7% | -1.6% |
| 30D | +8.3% | -18.4% | +26.7% | +10.0% |
| 3M | +5.9% | -16.7% | +22.6% | +6.7% |
| 6M | +15.3% | -31.7% | +47.0% | +17.8% |
| YTD | +34.5% | +45.9% | -11.3% | +23.8% |
| 1Y | +37.2% | +47.0% | -9.8% | +25.9% |
| 3Y | +73.6% | +224.1% | -150.5% | +39.7% |
| 5Y | +63.7% | +238.5% | -174.8% | +28.7% |
| 10Y | +258.1% | +512.7% | -254.6% | +136.6% |
| All | +520.6% | +1,208.2% | -687.6% | +277.7% |
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