+255.9%
SCHD vs MAS
+219.2%
+36.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | +0.8% | +3.6% | -2.8% | -0.5% |
| 30D | +8.4% | +23.8% | -15.4% | +0.4% |
| 3M | +5.6% | +14.4% | -8.8% | +0.4% |
| 6M | +15.1% | +19.7% | -4.6% | +6.5% |
| YTD | +33.8% | +36.0% | -2.1% | +16.7% |
| 1Y | +38.5% | +40.4% | -1.8% | +19.1% |
| 3Y | +72.7% | +58.9% | +13.8% | +37.8% |
| 5Y | +63.1% | +44.5% | +18.6% | +31.9% |
| 10Y | +255.9% | +214.8% | +41.2% | +110.1% |
| All | +255.9% | +219.2% | +36.7% | +110.1% |
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