+1,736.3%
MSI vs SCHG
+1,127.0%
+609.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | -4.0% | -0.9% | -3.1% | -3.4% |
| 30D | -0.5% | -2.3% | +1.8% | +1.1% |
| 3M | +11.4% | +4.5% | +6.9% | +7.7% |
| 6M | +1.0% | +13.6% | -12.6% | -8.2% |
| YTD | +20.7% | +7.6% | +13.1% | +13.6% |
| 1Y | -2.7% | +13.0% | -15.7% | -12.0% |
| 3Y | +68.2% | +87.0% | -18.8% | +2.1% |
| 5Y | +100.0% | +82.9% | +17.1% | +20.8% |
| 10Y | +596.9% | +453.6% | +143.2% | +64.2% |
| All | +1,736.3% | +1,127.0% | +609.3% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling