+73.1%
SCHW vs MSTZ
-99.1%
+172.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | -0.2% |
| 7D | -1.9% | +17.0% | -18.9% | -1.2% |
| 30D | -1.6% | -61.8% | +60.2% | -4.7% |
| 3M | +21.3% | -54.6% | +75.8% | +19.5% |
| 6M | +16.5% | -59.3% | +75.7% | +15.3% |
| YTD | +8.4% | -74.6% | +83.0% | +7.3% |
| 1Y | +15.6% | -18.8% | +34.4% | +22.5% |
| All | +73.1% | -99.1% | +172.2% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling