+751.4%
MSTR vs SCHD
+596.8%
+154.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -3.1% |
| 7D | -13.4% | +2.7% | -16.1% | -16.4% |
| 30D | -22.1% | +7.1% | -29.2% | -28.8% |
| 3M | +15.0% | +5.7% | +9.2% | +6.8% |
| 6M | -37.3% | +15.6% | -52.9% | -48.3% |
| YTD | -26.5% | +34.9% | -61.5% | -50.1% |
| 1Y | -46.5% | +37.4% | -83.8% | -64.5% |
| 3Y | +121.1% | +74.5% | +46.6% | +11.9% |
| 5Y | +37.5% | +63.7% | -26.2% | -18.3% |
| 10Y | +467.3% | +259.1% | +208.2% | +41.8% |
| All | +751.4% | +596.8% | +154.6% | -25.2% |
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