+294.9%
SCHW vs MKSI
+524.1%
-229.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.6% |
| 7D | -1.9% | +2.7% | -4.6% | -2.6% |
| 30D | -1.6% | -12.8% | +11.2% | +1.5% |
| 3M | +21.3% | -22.5% | +43.8% | +25.8% |
| 6M | +16.5% | +19.4% | -2.9% | +5.2% |
| YTD | +8.4% | +67.7% | -59.3% | -12.5% |
| 1Y | +15.6% | +131.4% | -115.8% | -16.7% |
| 3Y | +86.8% | +197.3% | -110.5% | +13.7% |
| 5Y | +60.5% | +87.0% | -26.5% | +9.6% |
| All | +294.9% | +524.1% | -229.2% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling