-42.3%
MSTR vs SCHW
+1.9%
-44.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.6% | +0.5% | +2.0% |
| 7D | -1.8% | +5.2% | -7.0% | -5.0% |
| 30D | -13.3% | -4.7% | -8.6% | -10.8% |
| 3M | +46.0% | -11.9% | +57.9% | +57.1% |
| 6M | -22.4% | +2.7% | -25.2% | -25.4% |
| YTD | -6.2% | -5.6% | -0.6% | -3.9% |
| 1Y | -42.3% | +0.8% | -43.1% | -45.2% |
| All | -42.3% | +1.9% | -44.2% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 1y: compounded portfolio wealth divided by compounded SCHW 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…
1y analysis · Full analysis span regression · 6 months rolling