+258.1%
SCHD vs MS
+575.8%
-317.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | -0.5% | -1.7% | +1.2% | +0.1% |
| 30D | +8.3% | +0.9% | +7.4% | +7.7% |
| 3M | +5.9% | -10.8% | +16.8% | +10.2% |
| 6M | +15.3% | +0.9% | +14.4% | +13.5% |
| YTD | +34.5% | +9.8% | +24.7% | +27.0% |
| 1Y | +37.2% | +17.1% | +20.1% | +25.9% |
| 3Y | +73.6% | +175.7% | -102.1% | +8.0% |
| 5Y | +63.7% | +125.9% | -62.2% | +8.3% |
| 10Y | +258.1% | +556.2% | -298.1% | +53.5% |
| All | +258.1% | +575.8% | -317.8% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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