+912.3%
MS vs SCHG
+1,145.2%
-232.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +1.2% |
| 7D | +1.4% | -0.7% | +2.1% | +2.2% |
| 30D | -0.3% | +0.2% | -0.5% | -0.5% |
| 3M | +0.3% | +2.2% | -1.9% | -2.3% |
| 6M | +31.3% | +15.0% | +16.3% | +12.2% |
| YTD | +24.7% | +9.2% | +15.5% | +13.0% |
| 1Y | +47.9% | +15.7% | +32.2% | +25.4% |
| 3Y | +178.3% | +87.3% | +91.1% | +34.3% |
| 5Y | +144.9% | +84.5% | +60.4% | +14.9% |
| 10Y | +804.5% | +448.7% | +355.8% | -15.8% |
| All | +912.3% | +1,145.2% | -232.9% | -70.0% |
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