+376.2%
SCHW vs MKSI
+2,222.5%
-1,846.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.8% |
| 7D | -1.9% | +2.7% | -4.6% | -2.8% |
| 30D | -1.6% | -12.8% | +11.2% | +2.4% |
| 3M | +21.3% | -22.5% | +43.8% | +27.1% |
| 6M | +16.5% | +19.4% | -2.9% | +3.2% |
| YTD | +8.4% | +67.7% | -59.3% | -15.9% |
| 1Y | +15.6% | +131.4% | -115.8% | -21.5% |
| 3Y | +86.8% | +197.3% | -110.5% | +5.2% |
| 5Y | +60.5% | +87.0% | -26.5% | +1.1% |
| 10Y | +297.7% | +522.1% | -224.3% | +42.4% |
| All | +376.2% | +2,222.5% | -1,846.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling