+566.6%
SCHD vs MAS
+1,104.5%
-537.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.3% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | +3.4% | -5.6% | +9.0% | +5.1% |
| 3M | +7.6% | +4.4% | +3.2% | +5.5% |
| 6M | +12.2% | +7.2% | +5.0% | +8.3% |
| YTD | +29.0% | +16.1% | +12.9% | +21.0% |
| 1Y | +30.3% | +0.1% | +30.2% | +27.8% |
| 3Y | +56.1% | +28.3% | +27.8% | +39.4% |
| 5Y | +60.4% | +30.5% | +30.0% | +39.7% |
| 10Y | +241.3% | +139.1% | +102.1% | +144.3% |
| All | +566.6% | +1,104.5% | -537.9% | +217.6% |
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 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