+60.6%
SCHW vs MSI
+100.4%
-39.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.4% |
| 7D | -2.8% | -1.8% | -1.0% | -2.1% |
| 30D | -0.1% | -0.6% | +0.6% | +0.1% |
| 3M | +20.6% | +13.0% | +7.6% | +14.2% |
| 6M | +15.9% | +0.5% | +15.4% | +14.9% |
| YTD | +8.5% | +21.7% | -13.2% | -2.0% |
| 1Y | +17.8% | -2.6% | +20.5% | +18.1% |
| 3Y | +88.5% | +69.7% | +18.9% | +37.5% |
| 5Y | +60.6% | +102.8% | -42.2% | +2.4% |
| All | +60.6% | +100.4% | -39.8% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling