+781.0%
MS vs SCHW
+301.0%
+480.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -1.5% | -1.9% | +0.3% | -0.3% |
| 30D | -1.5% | -1.6% | +0.1% | -0.5% |
| 3M | +1.4% | +21.3% | -19.9% | -11.0% |
| 6M | +34.7% | +16.5% | +18.2% | +20.7% |
| YTD | +22.7% | +8.4% | +14.3% | +15.2% |
| 1Y | +40.1% | +15.6% | +24.5% | +25.9% |
| 3Y | +181.4% | +86.8% | +94.6% | +81.7% |
| 5Y | +142.6% | +60.5% | +82.1% | +59.3% |
| All | +781.0% | +301.0% | +480.0% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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