+13,824.1%
MA vs SCHW
+816.4%
+13,007.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -2.7% | -0.8% | -1.9% | -2.4% |
| 30D | +1.5% | +1.5% | +0.1% | +0.8% |
| 3M | +20.4% | +24.6% | -4.1% | +9.0% |
| 6M | +11.1% | +14.5% | -3.4% | +4.0% |
| YTD | +2.0% | +10.5% | -8.5% | -3.4% |
| 1Y | -2.2% | +13.4% | -15.5% | -8.7% |
| 3Y | +41.9% | +88.3% | -46.4% | +2.3% |
| 5Y | +75.4% | +62.1% | +13.3% | +27.8% |
| 10Y | +527.5% | +297.3% | +230.3% | +173.4% |
| All | +13,824.1% | +816.4% | +13,007.8% | +3,474.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling