+38.3%
MAS vs SCHG
+69.4%
-31.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.8% |
| 7D | +3.0% | +2.7% | +0.2% | +1.2% |
| 30D | +22.4% | -5.2% | +27.6% | +26.5% |
| 3M | +14.5% | -5.2% | +19.6% | +18.2% |
| 6M | +27.1% | -0.6% | +27.7% | +27.2% |
| YTD | +35.8% | +4.7% | +31.0% | +30.9% |
| 1Y | +39.4% | +6.0% | +33.4% | +33.1% |
| 3Y | +60.3% | +78.9% | -18.6% | +2.8% |
| All | +38.3% | +69.4% | -31.1% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling