+626.5%
SCHW vs MTSI
+1,085.8%
-459.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.6% |
| 7D | +4.2% | -3.8% | +8.0% | +4.3% |
| 30D | -3.8% | -31.4% | +27.6% | +1.9% |
| 3M | -13.6% | -23.8% | +10.1% | -11.1% |
| 6M | +5.3% | -37.1% | +42.4% | +10.3% |
| YTD | -6.0% | +32.2% | -38.2% | -16.9% |
| 1Y | -1.4% | +26.9% | -28.4% | -12.3% |
| 3Y | +77.4% | +193.7% | -116.4% | +26.6% |
| 5Y | +22.9% | +218.0% | -195.1% | -15.7% |
| 10Y | +199.3% | +477.8% | -278.5% | +56.2% |
| All | +626.5% | +1,085.8% | -459.2% | +217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling