+0.8%
SCHW vs MSTU
-88.0%
+88.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.3% | -5.8% | +4.2% |
| 7D | +5.2% | -4.8% | +10.0% | +5.3% |
| 30D | -4.7% | -29.6% | +24.9% | -3.9% |
| 3M | -11.9% | +69.4% | -81.3% | -14.2% |
| 6M | +2.7% | -62.2% | +65.0% | +4.8% |
| YTD | -5.6% | -61.1% | +55.4% | -6.1% |
| 1Y | +0.8% | -87.2% | +87.9% | +5.1% |
| All | +0.8% | -88.0% | +88.7% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling