+73.2%
SCHW vs MSTU
-88.1%
+161.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.5% | +1.0% |
| 7D | -2.8% | -22.0% | +19.3% | -1.8% |
| 30D | -0.1% | +60.3% | -60.4% | -2.8% |
| 3M | +20.6% | -3.7% | +24.3% | +19.0% |
| 6M | +15.9% | -45.2% | +61.1% | +15.9% |
| YTD | +8.5% | -64.3% | +72.8% | +8.9% |
| 1Y | +17.8% | -94.0% | +111.9% | +27.8% |
| All | +73.2% | -88.1% | +161.3% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling