+122.2%
MS vs SCHW
+22.2%
+100.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.8% | +4.2% | -3.4% | -1.3% |
| 30D | -0.7% | -3.8% | +3.1% | +1.3% |
| 3M | -12.4% | -13.6% | +1.2% | -5.6% |
| 6M | -1.7% | +5.3% | -7.0% | -5.1% |
| YTD | +8.0% | -6.0% | +14.0% | +10.6% |
| 1Y | +16.2% | -1.4% | +17.6% | +16.1% |
| 3Y | +171.3% | +77.4% | +93.9% | +102.5% |
| All | +122.2% | +22.2% | +100.0% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling