+144.2%
MS vs SCHW
+59.6%
+84.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.5% |
| 7D | +2.5% | -1.3% | +3.8% | +3.2% |
| 30D | 0.0% | -0.4% | +0.3% | +0.1% |
| 3M | +2.4% | +21.7% | -19.2% | -8.0% |
| 6M | +36.4% | +13.0% | +23.4% | +27.0% |
| YTD | +23.8% | +8.0% | +15.8% | +18.1% |
| 1Y | +48.6% | +15.8% | +32.8% | +36.5% |
| 3Y | +179.1% | +87.7% | +91.4% | +100.3% |
| All | +144.2% | +59.6% | +84.6% | +75.6% |
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