+35.4%
MAS vs SCHG
+1.0%
+34.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.6% | -2.1% |
| 7D | +2.4% | -3.4% | +5.8% | +4.3% |
| 30D | +19.8% | -10.1% | +30.0% | +27.0% |
| 3M | +9.8% | -6.3% | +16.2% | +13.3% |
| 6M | +15.8% | -1.8% | +17.5% | +15.8% |
| YTD | +31.8% | +1.9% | +29.9% | +24.7% |
| 1Y | +35.4% | +2.6% | +32.8% | +28.3% |
| All | +35.4% | +1.0% | +34.4% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling