+87.7%
SCHW vs MTSI
+241.4%
-153.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.4% |
| 7D | -1.3% | +4.9% | -6.2% | -1.7% |
| 30D | -0.4% | -11.6% | +11.2% | +0.5% |
| 3M | +21.7% | -24.1% | +45.7% | +24.0% |
| 6M | +13.0% | +32.4% | -19.5% | +4.4% |
| YTD | +8.0% | +60.4% | -52.4% | -4.1% |
| 1Y | +15.8% | +111.0% | -95.2% | -2.9% |
| 3Y | +87.7% | +246.1% | -158.4% | +32.4% |
| All | +87.7% | +241.4% | -153.6% | +32.4% |
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