+467.8%
SCHW vs MSCI
+2,648.6%
-2,180.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -0.5% |
| 7D | -1.3% | -2.1% | +0.8% | -0.3% |
| 30D | -0.4% | -1.7% | +1.4% | +0.4% |
| 3M | +21.7% | -8.2% | +29.9% | +26.0% |
| 6M | +13.0% | -2.4% | +15.4% | +13.1% |
| YTD | +8.0% | -2.8% | +10.8% | +8.1% |
| 1Y | +15.8% | -2.7% | +18.5% | +15.1% |
| 3Y | +87.7% | +7.3% | +80.4% | +73.2% |
| 5Y | +59.7% | -11.4% | +71.1% | +55.3% |
| 10Y | +292.9% | +605.8% | -313.0% | +22.4% |
| All | +467.8% | +2,648.6% | -2,180.8% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling