+294.9%
SCHW vs MRSH
+218.8%
+76.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | -1.9% | -4.8% | +2.9% | +1.0% |
| 30D | -1.6% | -6.3% | +4.7% | +2.2% |
| 3M | +21.3% | +5.8% | +15.5% | +16.4% |
| 6M | +16.5% | +2.8% | +13.7% | +13.0% |
| YTD | +8.4% | -3.1% | +11.5% | +8.2% |
| 1Y | +15.6% | -11.3% | +26.9% | +21.4% |
| 3Y | +86.8% | -5.0% | +91.8% | +82.6% |
| 5Y | +60.5% | +19.2% | +41.3% | +30.4% |
| All | +294.9% | +218.8% | +76.1% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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