+86.8%
SCHW vs MKSI
+190.8%
-104.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | -1.9% | +2.7% | -4.6% | -2.2% |
| 30D | -1.6% | -12.8% | +11.2% | -0.2% |
| 3M | +21.3% | -22.5% | +43.8% | +23.2% |
| 6M | +16.5% | +19.4% | -2.9% | +9.3% |
| YTD | +8.4% | +67.7% | -59.3% | -5.2% |
| 1Y | +15.6% | +131.4% | -115.8% | -5.9% |
| 3Y | +86.8% | +197.3% | -110.5% | +29.1% |
| All | +86.8% | +190.8% | -104.0% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling