+71.2%
MSFU vs SCHG
+132.8%
-61.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +1.0% |
| 7D | -6.9% | -2.7% | -4.2% | -2.4% |
| 30D | -5.1% | -2.2% | -2.9% | -1.2% |
| 3M | +44.6% | +6.2% | +38.5% | +32.5% |
| 6M | +32.8% | +13.4% | +19.4% | +10.2% |
| YTD | -10.1% | +7.1% | -17.2% | -17.4% |
| 1Y | -19.4% | +12.5% | -31.9% | -31.7% |
| 3Y | +26.2% | +86.2% | -60.0% | -51.6% |
| All | +71.2% | +132.8% | -61.5% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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