+50.1%
MSFT vs SCHW
+86.6%
-36.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -0.8% | -1.9% | +1.1% | -0.4% |
| 30D | +0.8% | -1.6% | +2.5% | +1.2% |
| 3M | +27.2% | +21.3% | +5.9% | +21.3% |
| 6M | +22.9% | +16.5% | +6.4% | +18.0% |
| YTD | +3.1% | +8.4% | -5.3% | +0.5% |
| 1Y | -0.3% | +15.6% | -15.9% | -4.3% |
| 3Y | +50.1% | +86.8% | -36.8% | +40.6% |
| All | +50.1% | +86.6% | -36.5% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling