+0.8%
SCHW vs MAS
+40.8%
-40.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -1.1% | +4.6% |
| 7D | +5.2% | +14.2% | -9.0% | +5.5% |
| 30D | -4.7% | +26.8% | -31.5% | -4.0% |
| 3M | -11.9% | +13.1% | -25.1% | -11.5% |
| 6M | +2.7% | +27.9% | -25.2% | +3.9% |
| YTD | -5.6% | +38.7% | -44.3% | -6.9% |
| 1Y | +0.8% | +40.4% | -39.6% | -1.3% |
| All | +0.8% | +40.8% | -40.0% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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