+52,550.4%
SCHW vs MAS
+1,430.5%
+51,119.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.8% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | +1.5% | -5.6% | +7.0% | +3.9% |
| 3M | +24.6% | +4.4% | +20.1% | +20.5% |
| 6M | +14.5% | +7.2% | +7.3% | +8.1% |
| YTD | +10.5% | +16.1% | -5.6% | -0.5% |
| 1Y | +13.4% | +0.1% | +13.3% | +8.7% |
| 3Y | +88.3% | +28.3% | +60.0% | +56.1% |
| 5Y | +62.1% | +30.5% | +31.6% | +30.2% |
| 10Y | +297.3% | +139.1% | +158.1% | +131.5% |
| All | +52,550.4% | +1,430.5% | +51,119.9% | +11,761.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling