+753.5%
SCHW vs MTSI
+1,308.1%
-554.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.6% |
| 7D | -0.8% | +1.4% | -2.2% | -1.1% |
| 30D | +1.5% | +2.1% | -0.6% | +0.4% |
| 3M | +24.6% | -29.7% | +54.3% | +30.9% |
| 6M | +14.5% | +12.5% | +2.0% | +7.7% |
| YTD | +10.5% | +57.0% | -46.6% | -3.7% |
| 1Y | +13.4% | +103.9% | -90.5% | -7.2% |
| 3Y | +88.3% | +223.6% | -135.3% | +34.6% |
| 5Y | +62.1% | +321.6% | -259.5% | +7.2% |
| 10Y | +297.3% | +517.7% | -220.4% | +109.1% |
| All | +753.5% | +1,308.1% | -554.6% | +268.2% |
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 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