+224.3%
MAS vs SCHG
+444.4%
-220.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.7% | +2.4% |
| 7D | +3.3% | +0.3% | +3.0% | +3.0% |
| 30D | +25.5% | -7.2% | +32.7% | +32.3% |
| 3M | +11.8% | -4.7% | +16.4% | +15.3% |
| 6M | +21.3% | +0.1% | +21.2% | +20.7% |
| YTD | +37.7% | +4.8% | +32.9% | +32.1% |
| 1Y | +41.0% | +5.8% | +35.3% | +34.1% |
| 3Y | +63.0% | +82.5% | -19.5% | -1.4% |
| 5Y | +44.1% | +69.8% | -25.6% | -9.1% |
| 10Y | +224.3% | +432.6% | -208.3% | -44.5% |
| All | +224.3% | +444.4% | -220.1% | -44.5% |
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