+13.4%
SCHW vs MKSI
+162.5%
-149.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -0.9% |
| 7D | -0.8% | +1.8% | -2.6% | -0.7% |
| 30D | +1.5% | -16.8% | +18.3% | +1.2% |
| 3M | +24.6% | -21.1% | +45.7% | +23.0% |
| 6M | +14.5% | +10.8% | +3.7% | +10.6% |
| YTD | +10.5% | +63.3% | -52.9% | +2.7% |
| 1Y | +13.4% | +157.0% | -143.6% | +4.6% |
| All | +13.4% | +162.5% | -149.2% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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