+0.8%
SCHW vs MSTZ
-63.1%
+63.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -9.6% | +14.2% | +4.3% |
| 7D | +5.2% | +0.7% | +4.5% | +5.3% |
| 30D | -4.7% | +16.6% | -21.3% | -4.0% |
| 3M | -11.9% | -74.7% | +62.7% | -14.4% |
| 6M | +2.7% | -43.9% | +46.6% | +4.2% |
| YTD | -5.6% | -84.0% | +78.4% | -7.3% |
| 1Y | +0.8% | -65.1% | +65.9% | +3.2% |
| All | +0.8% | -63.1% | +63.8% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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