+71.9%
SCHW vs MSTU
-87.2%
+159.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | -0.1% |
| 7D | -1.6% | +12.9% | -14.5% | -2.3% |
| 30D | -1.1% | +68.3% | -69.4% | -3.9% |
| 3M | +20.4% | +0.4% | +20.0% | +18.6% |
| 6M | +13.6% | -41.5% | +55.1% | +13.3% |
| YTD | +7.7% | -61.7% | +69.4% | +7.8% |
| 1Y | +15.2% | -93.7% | +108.9% | +24.7% |
| All | +71.9% | -87.2% | +159.2% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling