+668.1%
MAS vs SCHG
+1,145.2%
-477.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.6% |
| 7D | -0.8% | -0.7% | -0.1% | -0.1% |
| 30D | -5.6% | +0.2% | -5.8% | -5.8% |
| 3M | +4.4% | +2.2% | +2.2% | +2.2% |
| 6M | +7.2% | +15.0% | -7.8% | -6.4% |
| YTD | +16.1% | +9.2% | +6.9% | +6.2% |
| 1Y | +0.1% | +15.7% | -15.6% | -14.0% |
| 3Y | +28.3% | +87.3% | -59.0% | -34.9% |
| 5Y | +30.5% | +84.5% | -54.0% | -34.8% |
| 10Y | +139.1% | +448.7% | -309.6% | -73.6% |
| All | +668.1% | +1,145.2% | -477.1% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling