+28.8%
SCHD vs MS
+48.4%
-19.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.6% | +1.7% | -4.3% | -2.7% |
| 30D | -0.3% | 0.0% | -0.3% | -0.3% |
| 3M | +6.1% | +3.0% | +3.1% | +5.6% |
| 6M | +11.7% | +35.7% | -24.0% | +8.4% |
| YTD | +26.3% | +23.3% | +3.0% | +23.3% |
| 1Y | +28.8% | +44.7% | -15.9% | +24.0% |
| All | +28.8% | +48.4% | -19.6% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling