+5,528.0%
MS vs SCHW
+13,339.6%
-7,811.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | -0.1% |
| 7D | +5.1% | +1.6% | +3.4% | +4.1% |
| 30D | +5.7% | -3.9% | +9.6% | +8.3% |
| 3M | -12.2% | -15.3% | +3.1% | -3.1% |
| 6M | -0.5% | +2.3% | -2.8% | -2.7% |
| YTD | +9.8% | -6.0% | +15.8% | +12.7% |
| 1Y | +17.7% | -1.2% | +19.0% | +17.2% |
| 3Y | +176.8% | +78.8% | +98.1% | +90.1% |
| 5Y | +123.7% | +20.8% | +102.9% | +82.8% |
| 10Y | +556.3% | +192.3% | +364.0% | +206.1% |
| All | +5,528.0% | +13,339.6% | -7,811.6% | +412.8% |
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