+0.8%
SCHW vs MTSI
+59.5%
-58.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.5% |
| 7D | +5.2% | -10.7% | +15.8% | +4.8% |
| 30D | -4.7% | -29.0% | +24.3% | -5.9% |
| 3M | -11.9% | -14.7% | +2.8% | -12.1% |
| 6M | +2.7% | -20.1% | +22.8% | -0.1% |
| YTD | -5.6% | +36.1% | -41.7% | -13.1% |
| 1Y | +0.8% | +61.7% | -61.0% | -10.1% |
| All | +0.8% | +59.5% | -58.8% | -10.1% |
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