+86.8%
SCHW vs MSFU
+26.0%
+60.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -1.9% | -1.8% | -0.1% | -1.6% |
| 30D | -1.6% | +0.5% | -2.1% | -1.7% |
| 3M | +21.3% | +51.9% | -30.6% | +13.5% |
| 6M | +16.5% | +35.0% | -18.5% | +10.0% |
| YTD | +8.4% | -9.0% | +17.4% | +8.1% |
| 1Y | +15.6% | -18.8% | +34.4% | +17.1% |
| 3Y | +86.8% | +25.5% | +61.3% | +69.2% |
| All | +86.8% | +26.0% | +60.9% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling