-59.8%
MSTR vs SCHW
+17.7%
-77.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | -8.3% | -1.9% | -6.4% | -7.2% |
| 30D | +38.1% | -1.6% | +39.7% | +39.2% |
| 3M | +9.0% | +21.3% | -12.3% | -4.3% |
| 6M | -5.3% | +16.5% | -21.8% | -17.0% |
| YTD | -13.8% | +8.4% | -22.2% | -17.5% |
| 1Y | -59.8% | +15.6% | -75.5% | -62.8% |
| All | -59.8% | +17.7% | -77.5% | -62.8% |
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