+58.6%
MAS vs SCHG
+79.1%
-20.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.5% |
| 7D | +2.0% | -3.4% | +5.4% | +3.9% |
| 30D | +19.4% | -10.1% | +29.5% | +26.5% |
| 3M | +9.4% | -6.3% | +15.8% | +13.1% |
| 6M | +15.3% | -1.8% | +17.1% | +16.0% |
| YTD | +31.3% | +1.9% | +29.4% | +29.0% |
| 1Y | +34.9% | +2.6% | +32.2% | +31.9% |
| 3Y | +58.6% | +78.4% | -19.8% | +2.5% |
| All | +58.6% | +79.1% | -20.5% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling