+62.5%
SCHD vs MS
+120.4%
-57.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.8% | +0.5% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | +7.9% | -0.9% | +8.8% | +8.0% |
| 3M | +6.0% | -13.0% | +19.0% | +10.1% |
| 6M | +14.5% | -2.0% | +16.5% | +14.0% |
| YTD | +33.2% | +7.8% | +25.4% | +27.6% |
| 1Y | +38.1% | +17.9% | +20.3% | +28.2% |
| 3Y | +73.5% | +174.8% | -101.3% | +14.0% |
| 5Y | +62.5% | +119.9% | -57.4% | +11.8% |
| All | +62.5% | +120.4% | -57.9% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling