+72.8%
MSFT vs SCHW
+59.4%
+13.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.3% |
| 6M | +21.9% | +15.9% | +5.9% | +16.9% |
| YTD | +2.5% | +8.5% | -6.0% | -0.2% |
| 1Y | -0.8% | +17.8% | -18.6% | -5.5% |
| 3Y | +50.8% | +88.5% | -37.8% | +26.2% |
| All | +72.8% | +59.4% | +13.4% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling