+86.8%
SCHW vs MRSH
-4.9%
+91.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -1.9% | -4.8% | +2.9% | -0.9% |
| 30D | -1.6% | -6.3% | +4.7% | -0.3% |
| 3M | +21.3% | +5.8% | +15.5% | +19.6% |
| 6M | +16.5% | +2.8% | +13.7% | +15.2% |
| YTD | +8.4% | -3.1% | +11.5% | +8.4% |
| 1Y | +15.6% | -11.3% | +26.9% | +18.1% |
| 3Y | +86.8% | -5.0% | +91.8% | +88.1% |
| All | +86.8% | -4.9% | +91.7% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling