+13,624.1%
MA vs SCHW
+796.1%
+12,828.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.5% |
| 7D | -1.8% | -1.3% | -0.5% | -1.2% |
| 30D | +1.4% | -0.4% | +1.8% | +1.5% |
| 3M | +17.7% | +21.7% | -3.9% | +7.7% |
| 6M | +9.7% | +13.0% | -3.3% | +3.3% |
| YTD | +0.5% | +8.0% | -7.5% | -3.9% |
| 1Y | -2.1% | +15.8% | -17.9% | -9.4% |
| 3Y | +40.1% | +87.7% | -47.6% | +1.1% |
| 5Y | +67.5% | +59.7% | +7.8% | +22.9% |
| 10Y | +505.6% | +292.9% | +212.7% | +165.0% |
| All | +13,624.1% | +796.1% | +12,828.0% | +3,458.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SCHW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling