+989.2%
MSTR vs SCHD
+566.1%
+423.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.4% |
| 7D | +12.2% | -0.3% | +12.5% | +12.6% |
| 30D | +45.2% | +3.4% | +41.7% | +39.0% |
| 3M | +10.4% | +7.6% | +2.7% | +0.1% |
| 6M | -2.5% | +12.2% | -14.6% | -16.1% |
| YTD | -6.0% | +29.0% | -35.0% | -32.2% |
| 1Y | -56.4% | +30.3% | -86.7% | -69.0% |
| 3Y | +306.3% | +56.1% | +250.1% | +136.8% |
| 5Y | +100.5% | +60.4% | +40.1% | +24.0% |
| 10Y | +741.1% | +241.3% | +499.8% | +124.6% |
| All | +989.2% | +566.1% | +423.2% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling