+2,329.0%
MA vs SCHG
+1,135.4%
+1,193.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.7% |
| 7D | -1.8% | -0.1% | -1.7% | -1.7% |
| 30D | +1.4% | -1.5% | +2.9% | +2.7% |
| 3M | +17.7% | +4.4% | +13.3% | +12.5% |
| 6M | +9.7% | +15.7% | -6.1% | -5.5% |
| YTD | +0.5% | +8.3% | -7.8% | -8.0% |
| 1Y | -2.1% | +14.2% | -16.3% | -15.3% |
| 3Y | +40.1% | +88.3% | -48.2% | -29.5% |
| 5Y | +67.5% | +83.5% | -15.9% | -15.7% |
| 10Y | +505.6% | +444.2% | +61.4% | -10.9% |
| All | +2,329.0% | +1,135.4% | +1,193.7% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling