+624.6%
SCHW vs MTSI
+1,208.2%
-583.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.3% | -10.6% | -2.1% |
| 7D | -0.6% | +7.2% | -7.8% | -2.5% |
| 30D | -4.4% | -18.4% | +14.0% | -1.9% |
| 3M | -13.6% | -16.7% | +3.1% | -12.6% |
| 6M | +5.9% | -31.7% | +37.7% | +9.3% |
| YTD | -6.2% | +45.9% | -52.1% | -18.7% |
| 1Y | -2.2% | +47.0% | -49.2% | -15.5% |
| 3Y | +76.9% | +224.1% | -147.2% | +23.9% |
| 5Y | +21.6% | +238.5% | -216.9% | -17.5% |
| 10Y | +191.7% | +512.7% | -321.0% | +50.7% |
| All | +624.6% | +1,208.2% | -583.6% | +210.8% |
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