+6,288.2%
MS vs SCHW
+15,697.1%
-9,408.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.9% |
| 7D | +1.4% | -0.8% | +2.2% | +1.9% |
| 30D | -0.3% | +1.5% | -1.7% | -1.2% |
| 3M | +0.3% | +24.6% | -24.3% | -12.6% |
| 6M | +31.3% | +14.5% | +16.8% | +19.9% |
| YTD | +24.7% | +10.5% | +14.2% | +16.2% |
| 1Y | +47.9% | +13.4% | +34.5% | +35.5% |
| 3Y | +178.3% | +88.3% | +90.1% | +85.2% |
| 5Y | +144.9% | +62.1% | +82.8% | +67.3% |
| 10Y | +804.5% | +297.3% | +507.3% | +251.6% |
| All | +6,288.2% | +15,697.1% | -9,408.8% | +428.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling