+253.7%
SCHD vs MAS
+230.1%
+23.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.5% | -3.1% | -0.2% |
| 7D | -0.7% | +3.3% | -4.0% | -1.9% |
| 30D | +7.9% | +25.5% | -17.6% | -0.6% |
| 3M | +6.0% | +11.8% | -5.8% | +1.5% |
| 6M | +14.5% | +21.3% | -6.8% | +5.5% |
| YTD | +33.2% | +37.7% | -4.6% | +15.5% |
| 1Y | +38.1% | +41.0% | -2.9% | +18.6% |
| 3Y | +73.5% | +63.0% | +10.5% | +37.1% |
| 5Y | +62.5% | +44.1% | +18.4% | +31.7% |
| 10Y | +253.7% | +224.3% | +29.5% | +107.6% |
| All | +253.7% | +230.1% | +23.6% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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