+179.1%
MS vs SCHG
+88.4%
+90.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | 0.0% |
| 7D | +2.5% | -0.1% | +2.5% | +2.5% |
| 30D | 0.0% | -1.5% | +1.4% | +1.3% |
| 3M | +2.4% | +4.4% | -2.0% | -1.4% |
| 6M | +36.4% | +15.7% | +20.7% | +20.0% |
| YTD | +23.8% | +8.3% | +15.5% | +15.5% |
| 1Y | +48.6% | +14.2% | +34.4% | +32.4% |
| 3Y | +179.1% | +88.3% | +90.9% | +75.8% |
| All | +179.1% | +88.4% | +90.8% | +75.8% |
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 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