+481.0%
MSTR vs SCHW
+190.5%
+290.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.2% | -3.3% |
| 7D | -13.4% | +2.0% | -15.4% | -14.3% |
| 30D | -22.1% | -3.6% | -18.5% | -20.5% |
| 3M | +15.0% | -15.0% | +29.9% | +25.0% |
| 6M | -37.3% | +2.6% | -39.9% | -38.5% |
| YTD | -26.5% | -5.7% | -20.9% | -24.6% |
| 1Y | -46.5% | -0.9% | -45.6% | -46.4% |
| 3Y | +121.1% | +79.4% | +41.7% | +66.6% |
| 5Y | +37.5% | +21.2% | +16.3% | +23.1% |
| All | +481.0% | +190.5% | +290.5% | +292.6% |
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