+73.1%
SCHW vs MSTU
-87.7%
+160.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.2% |
| 7D | -1.9% | -16.6% | +14.7% | -1.1% |
| 30D | -1.6% | +69.7% | -71.3% | -4.5% |
| 3M | +21.3% | -7.5% | +28.7% | +19.9% |
| 6M | +16.5% | -43.1% | +59.6% | +16.3% |
| YTD | +8.4% | -63.0% | +71.4% | +8.7% |
| 1Y | +15.6% | -93.8% | +109.4% | +25.2% |
| All | +73.1% | -87.7% | +160.7% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling