+51,384.6%
SCHW vs MSI
+3,990.4%
+47,394.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | -1.3% | -5.8% | +4.5% | +1.4% |
| 30D | -0.4% | -1.0% | +0.6% | -0.1% |
| 3M | +21.7% | +14.2% | +7.5% | +14.0% |
| 6M | +13.0% | +1.0% | +11.9% | +11.1% |
| YTD | +8.0% | +21.5% | -13.4% | -2.7% |
| 1Y | +15.8% | -2.1% | +17.9% | +14.7% |
| 3Y | +87.7% | +69.3% | +18.4% | +42.6% |
| 5Y | +59.7% | +99.3% | -39.6% | +11.5% |
| 10Y | +292.9% | +595.0% | -302.2% | +50.3% |
| All | +51,384.6% | +3,990.4% | +47,394.2% | +6,703.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling