+506.0%
SCHD vs MTSI
+1,004.6%
-498.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -1.9% |
| 7D | -1.7% | -10.0% | +8.3% | -0.8% |
| 30D | +7.7% | -37.2% | +44.9% | +12.8% |
| 3M | +5.2% | -30.1% | +35.3% | +8.1% |
| 6M | +12.9% | -31.9% | +44.8% | +15.1% |
| YTD | +31.4% | +23.2% | +8.2% | +23.3% |
| 1Y | +37.3% | +26.4% | +10.9% | +28.1% |
| 3Y | +68.3% | +186.2% | -117.8% | +37.3% |
| 5Y | +59.9% | +187.0% | -127.2% | +28.1% |
| 10Y | +260.8% | +460.4% | -199.6% | +141.3% |
| All | +506.0% | +1,004.6% | -498.7% | +276.2% |
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