+659.5%
MSTR vs SCHW
+301.0%
+358.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | -8.3% | -1.9% | -6.4% | -7.4% |
| 30D | +38.1% | -1.6% | +39.7% | +39.2% |
| 3M | +9.0% | +21.3% | -12.3% | -1.6% |
| 6M | -5.3% | +16.5% | -21.8% | -13.4% |
| YTD | -13.8% | +8.4% | -22.2% | -17.7% |
| 1Y | -59.8% | +15.6% | -75.5% | -62.9% |
| 3Y | +282.2% | +86.8% | +195.3% | +180.5% |
| 5Y | +112.8% | +60.5% | +52.3% | +69.5% |
| All | +659.5% | +301.0% | +358.5% | +355.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling