+2,039.1%
MSFT vs SCHG
+1,127.0%
+912.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.2% |
| 7D | -1.0% | -0.9% | -0.2% | -0.1% |
| 30D | -2.7% | -2.3% | -0.4% | -0.3% |
| 3M | +22.1% | +4.5% | +17.6% | +17.0% |
| 6M | +20.6% | +13.6% | +7.0% | +6.1% |
| YTD | +2.3% | +7.6% | -5.3% | -4.7% |
| 1Y | -0.5% | +13.0% | -13.6% | -12.2% |
| 3Y | +50.5% | +87.0% | -36.5% | -22.2% |
| 5Y | +72.3% | +82.9% | -10.5% | -8.7% |
| 10Y | +885.0% | +453.6% | +431.4% | +76.2% |
| All | +2,039.1% | +1,127.0% | +912.1% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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