+295.2%
SCHW vs MSCI
+625.6%
-330.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | -2.8% | -4.7% | +1.9% | -0.9% |
| 30D | -0.1% | -2.2% | +2.1% | +0.7% |
| 3M | +20.6% | -9.7% | +30.3% | +24.9% |
| 6M | +15.9% | +0.3% | +15.7% | +14.9% |
| YTD | +8.5% | -3.5% | +12.0% | +8.9% |
| 1Y | +17.8% | -1.4% | +19.2% | +16.8% |
| 3Y | +88.5% | +6.6% | +82.0% | +77.2% |
| 5Y | +60.6% | -10.9% | +71.5% | +56.5% |
| All | +295.2% | +625.6% | -330.4% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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