+645.5%
MSTR vs SCHD
+243.2%
+402.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.8% |
| 7D | -11.2% | -3.1% | -8.1% | -7.6% |
| 30D | +33.8% | -0.8% | +34.6% | +35.3% |
| 3M | +11.5% | +6.2% | +5.3% | +3.0% |
| 6M | -7.2% | +11.8% | -19.0% | -19.6% |
| YTD | -15.4% | +26.0% | -41.4% | -36.8% |
| 1Y | -60.6% | +28.1% | -88.8% | -71.2% |
| 3Y | +260.8% | +54.6% | +206.3% | +115.5% |
| 5Y | +108.8% | +60.3% | +48.5% | +31.3% |
| All | +645.5% | +243.2% | +402.3% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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