+68.6%
MA vs SCHW
+59.3%
+9.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.7% | -1.9% | +0.1% | -1.2% |
| 30D | +1.7% | -1.6% | +3.3% | +2.2% |
| 3M | +17.2% | +21.3% | -4.1% | +10.7% |
| 6M | +13.3% | +16.5% | -3.2% | +8.0% |
| YTD | +0.2% | +8.4% | -8.2% | -2.7% |
| 1Y | -2.7% | +15.6% | -18.3% | -7.5% |
| 3Y | +39.1% | +86.8% | -47.8% | +13.5% |
| All | +68.6% | +59.3% | +9.3% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling