+0.8%
SCHW vs MSFU
-2.2%
+3.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +13.5% | -8.9% | +3.5% |
| 7D | +5.2% | +8.2% | -3.0% | +4.4% |
| 30D | -4.7% | +10.2% | -14.9% | -5.6% |
| 3M | -11.9% | +22.9% | -34.8% | -13.6% |
| 6M | +2.7% | +63.2% | -60.5% | -1.9% |
| YTD | -5.6% | +11.7% | -17.3% | -10.3% |
| 1Y | +0.8% | -3.5% | +4.3% | -3.6% |
| All | +0.8% | -2.2% | +3.0% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling