+542.0%
MS vs SCHG
+432.0%
+110.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.5% |
| 7D | +5.1% | +2.7% | +2.3% | +2.5% |
| 30D | +5.7% | -5.2% | +10.9% | +11.0% |
| 3M | -12.2% | -5.2% | -7.0% | -7.8% |
| 6M | -0.5% | -0.6% | +0.1% | 0.0% |
| YTD | +9.8% | +4.7% | +5.1% | +5.3% |
| 1Y | +17.7% | +6.0% | +11.7% | +11.6% |
| 3Y | +176.8% | +78.9% | +97.9% | +60.4% |
| 5Y | +123.7% | +69.9% | +53.8% | +34.0% |
| All | +542.0% | +432.0% | +110.0% | -6.2% |
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