-0.9%
MSFT vs SCHW
+17.8%
-18.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | 0.0% |
| 7D | -3.5% | -2.8% | -0.7% | -2.8% |
| 30D | -2.1% | -0.1% | -2.0% | -2.1% |
| 3M | +24.2% | +20.6% | +3.6% | +18.5% |
| 6M | +21.9% | +15.9% | +5.9% | +16.4% |
| YTD | +2.5% | +8.5% | -6.0% | -1.0% |
| All | -0.9% | +17.8% | -18.7% | -4.6% |
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 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