+86.8%
SCHW vs MSI
+70.3%
+16.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | -1.6% | -0.8% | -0.9% | -1.5% |
| 3M | +21.3% | +13.9% | +7.3% | +17.1% |
| 6M | +16.5% | +1.3% | +15.1% | +15.8% |
| YTD | +8.4% | +22.3% | -13.9% | +1.4% |
| 1Y | +15.6% | -3.9% | +19.5% | +17.1% |
| 3Y | +86.8% | +69.9% | +17.0% | +55.9% |
| All | +86.8% | +70.3% | +16.5% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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