+57.5%
SCHW vs MSFU
+72.2%
-14.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.9% |
| 7D | -1.3% | -3.2% | +1.9% | -0.9% |
| 30D | -0.4% | -3.1% | +2.7% | -0.1% |
| 3M | +21.7% | +35.3% | -13.6% | +15.4% |
| 6M | +13.0% | +31.6% | -18.6% | +6.8% |
| YTD | +8.0% | -9.5% | +17.5% | +7.5% |
| 1Y | +15.8% | -18.4% | +34.2% | +16.9% |
| 3Y | +87.7% | +26.9% | +60.8% | +69.1% |
| All | +57.5% | +72.2% | -14.8% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling