+583.9%
SCHD vs MAS
+1,288.9%
-705.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.3% | -1.2% |
| 7D | -0.5% | +4.6% | -5.1% | -1.9% |
| 30D | +7.8% | +19.9% | -12.1% | +2.0% |
| 3M | +6.1% | +8.9% | -2.8% | +3.2% |
| 6M | +13.6% | +20.2% | -6.6% | +6.4% |
| YTD | +32.3% | +33.9% | -1.6% | +18.8% |
| 1Y | +38.0% | +34.7% | +3.3% | +23.5% |
| 3Y | +68.8% | +60.4% | +8.4% | +40.8% |
| 5Y | +61.0% | +43.5% | +17.6% | +36.3% |
| 10Y | +263.4% | +226.7% | +36.7% | +140.5% |
| All | +583.9% | +1,288.9% | -705.0% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling