+59.7%
SCHW vs MTSI
+331.9%
-272.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.6% |
| 7D | -1.3% | +4.9% | -6.2% | -2.1% |
| 30D | -0.4% | -11.6% | +11.2% | +1.3% |
| 3M | +21.7% | -24.1% | +45.7% | +25.9% |
| 6M | +13.0% | +32.4% | -19.5% | +1.3% |
| YTD | +8.0% | +60.4% | -52.4% | -8.4% |
| 1Y | +15.8% | +111.0% | -95.2% | -9.3% |
| 3Y | +87.7% | +246.1% | -158.4% | +18.7% |
| 5Y | +59.7% | +340.3% | -280.6% | -16.2% |
| All | +59.7% | +331.9% | -272.2% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling