+295.1%
SCHW vs MTSI
+571.2%
-276.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.1% |
| 7D | -1.6% | +11.1% | -12.7% | -3.5% |
| 30D | -1.1% | -3.7% | +2.6% | -0.8% |
| 3M | +20.4% | -20.2% | +40.6% | +23.5% |
| 6M | +13.6% | +30.8% | -17.2% | +4.0% |
| YTD | +7.7% | +67.0% | -59.4% | -7.0% |
| 1Y | +15.2% | +120.4% | -105.3% | -6.9% |
| 3Y | +87.1% | +260.4% | -173.3% | +31.3% |
| 5Y | +57.5% | +356.3% | -298.8% | +2.9% |
| 10Y | +295.1% | +581.1% | -286.0% | +98.6% |
| All | +295.1% | +571.2% | -276.1% | +98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling