+77.4%
SCHW vs MTSI
+210.0%
-132.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.4% |
| 7D | +4.2% | -3.8% | +8.0% | +4.3% |
| 30D | -3.8% | -31.4% | +27.6% | -1.7% |
| 3M | -13.6% | -23.8% | +10.1% | -12.6% |
| 6M | +5.3% | -37.1% | +42.4% | +7.4% |
| YTD | -6.0% | +32.2% | -38.2% | -15.6% |
| 1Y | -1.4% | +26.9% | -28.4% | -11.1% |
| 3Y | +77.4% | +193.7% | -116.4% | +25.5% |
| All | +77.4% | +210.0% | -132.7% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling