+16.3%
MOS vs SCHG
+443.8%
-427.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.7% |
| 7D | +1.7% | -0.9% | +2.5% | +2.3% |
| 30D | +11.7% | -2.3% | +14.0% | +13.5% |
| 3M | +23.2% | +4.5% | +18.6% | +18.9% |
| 6M | -1.6% | +13.6% | -15.2% | -11.0% |
| YTD | +10.8% | +7.6% | +3.3% | +4.2% |
| 1Y | -16.2% | +13.0% | -29.3% | -24.3% |
| 3Y | -24.2% | +87.0% | -111.2% | -55.8% |
| 5Y | -6.6% | +82.9% | -89.5% | -46.1% |
| 10Y | +16.3% | +453.6% | -437.3% | -80.5% |
| All | +16.3% | +443.8% | -427.5% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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