+21.5%
SCHW vs MAS
+39.9%
-18.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +2.0% | +3.0% | -1.0% | +1.1% |
| 30D | -3.6% | +22.4% | -26.0% | -9.2% |
| 3M | -15.0% | +14.5% | -29.5% | -18.4% |
| 6M | +2.6% | +27.1% | -24.5% | -5.8% |
| YTD | -5.7% | +35.8% | -41.4% | -16.9% |
| 1Y | -0.9% | +39.4% | -40.3% | -13.7% |
| 3Y | +79.4% | +60.3% | +19.1% | +39.3% |
| All | +21.5% | +39.9% | -18.4% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling