+259.6%
SCHD vs MS
+549.7%
-290.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +2.7% | +5.1% | -2.4% | +0.8% |
| 30D | +7.1% | +5.7% | +1.5% | +4.7% |
| 3M | +5.7% | -12.2% | +17.9% | +10.7% |
| 6M | +15.6% | -0.5% | +16.1% | +14.4% |
| YTD | +34.9% | +9.8% | +25.1% | +27.3% |
| 1Y | +37.4% | +17.7% | +19.6% | +25.9% |
| 3Y | +74.5% | +176.8% | -102.3% | +8.3% |
| 5Y | +63.7% | +123.7% | -60.0% | +8.7% |
| All | +259.6% | +549.7% | -290.2% | +53.6% |
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