+9.0%
MSFT vs SCHW
+1.9%
+7.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.6% | +2.1% | +5.4% |
| 7D | +4.7% | +5.2% | -0.5% | +3.3% |
| 30D | +5.8% | -4.7% | +10.5% | +6.9% |
| 3M | +13.0% | -11.9% | +24.9% | +16.4% |
| 6M | +34.9% | +2.7% | +32.2% | +32.9% |
| YTD | +15.7% | -5.6% | +21.3% | +15.0% |
| 1Y | +9.0% | +0.8% | +8.2% | +7.5% |
| All | +9.0% | +1.9% | +7.1% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling