+187.9%
SCHW vs MSCI
+811.9%
-624.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.2% |
| 7D | +2.0% | +3.0% | -1.0% | +0.8% |
| 30D | -3.6% | +17.8% | -21.4% | -9.7% |
| 3M | -15.0% | +15.2% | -30.2% | -19.7% |
| 6M | +2.6% | +16.5% | -13.8% | -4.0% |
| YTD | -5.7% | +16.4% | -22.0% | -12.1% |
| 1Y | -0.9% | +16.8% | -17.7% | -7.8% |
| 3Y | +79.4% | +35.8% | +43.6% | +53.1% |
| 5Y | +21.2% | +7.0% | +14.3% | +10.2% |
| All | +187.9% | +811.9% | -624.0% | +15.9% |
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