+503.0%
MA vs SCHG
+459.0%
+44.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.1% |
| 7D | -1.7% | -1.0% | -0.7% | -0.8% |
| 30D | +1.7% | -1.3% | +3.0% | +2.7% |
| 3M | +17.2% | +5.4% | +11.7% | +11.5% |
| 6M | +13.3% | +14.4% | -1.1% | -0.2% |
| YTD | +0.2% | +8.0% | -7.8% | -7.4% |
| 1Y | -2.7% | +12.7% | -15.4% | -13.9% |
| 3Y | +39.1% | +85.6% | -46.5% | -26.0% |
| 5Y | +68.8% | +85.5% | -16.8% | -11.8% |
| All | +503.0% | +459.0% | +44.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling