+878.4%
MSFT vs SCHD
+244.5%
+633.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.3% |
| 7D | -0.8% | -2.0% | +1.1% | +1.0% |
| 30D | +0.8% | -0.4% | +1.2% | +1.2% |
| 3M | +27.2% | +5.7% | +21.5% | +20.8% |
| 6M | +22.9% | +11.9% | +11.0% | +10.4% |
| YTD | +3.1% | +26.4% | -23.3% | -17.7% |
| 1Y | -0.3% | +27.6% | -27.9% | -21.3% |
| 3Y | +50.1% | +54.9% | -4.8% | -4.3% |
| 5Y | +74.6% | +60.9% | +13.7% | +8.0% |
| All | +878.4% | +244.5% | +633.9% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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