+601.1%
MSI vs SCHG
+459.0%
+142.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.1% |
| 7D | -0.4% | -1.0% | +0.6% | +0.3% |
| 30D | -0.8% | -1.3% | +0.5% | 0.0% |
| 3M | +13.9% | +5.4% | +8.5% | +9.9% |
| 6M | +1.3% | +14.4% | -13.1% | -7.6% |
| YTD | +22.3% | +8.0% | +14.3% | +15.4% |
| 1Y | -3.9% | +12.7% | -16.6% | -12.2% |
| 3Y | +69.9% | +85.6% | -15.7% | +6.9% |
| 5Y | +103.8% | +85.5% | +18.3% | +26.1% |
| All | +601.1% | +459.0% | +142.1% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling