+566.6%
SCHD vs MS
+1,759.0%
-1,192.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | +3.4% | -0.3% | +3.7% | +3.4% |
| 3M | +7.6% | +0.3% | +7.3% | +7.0% |
| 6M | +12.2% | +31.3% | -19.2% | +1.5% |
| YTD | +29.0% | +24.7% | +4.3% | +18.2% |
| 1Y | +30.3% | +47.9% | -17.6% | +12.3% |
| 3Y | +56.1% | +178.3% | -122.2% | +5.8% |
| 5Y | +60.4% | +144.9% | -84.5% | +11.7% |
| 10Y | +241.3% | +804.5% | -563.3% | +52.1% |
| All | +566.6% | +1,759.0% | -1,192.4% | +147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling