+872.1%
MSFT vs SCHW
+301.3%
+570.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | -3.5% | -2.8% | -0.7% | -2.6% |
| 30D | -2.1% | -0.1% | -2.0% | -2.1% |
| 3M | +24.2% | +20.6% | +3.6% | +17.2% |
| 6M | +21.9% | +15.9% | +5.9% | +16.0% |
| YTD | +2.5% | +8.5% | -6.0% | -0.6% |
| 1Y | -0.8% | +17.8% | -18.6% | -6.3% |
| 3Y | +50.8% | +88.5% | -37.8% | +21.1% |
| 5Y | +73.5% | +60.6% | +12.9% | +41.1% |
| All | +872.1% | +301.3% | +570.8% | +463.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling