+292.9%
SCHW vs MAS
+135.2%
+157.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.2% |
| 7D | -1.3% | +1.0% | -2.3% | -1.7% |
| 30D | -0.4% | -8.1% | +7.7% | +2.9% |
| 3M | +21.7% | +3.3% | +18.4% | +18.5% |
| 6M | +13.0% | +12.4% | +0.5% | +4.8% |
| YTD | +8.0% | +13.3% | -5.3% | -1.3% |
| 1Y | +15.8% | -4.7% | +20.5% | +14.1% |
| 3Y | +87.7% | +33.0% | +54.8% | +51.5% |
| 5Y | +59.7% | +33.9% | +25.8% | +25.1% |
| 10Y | +292.9% | +135.4% | +157.5% | +120.6% |
| All | +292.9% | +135.2% | +157.6% | +120.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling