-4.2%
MOS vs SCHG
+82.9%
-87.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.0% |
| 7D | +7.1% | -0.1% | +7.1% | +7.1% |
| 30D | +15.0% | -1.5% | +16.5% | +15.8% |
| 3M | +24.1% | +4.4% | +19.7% | +21.2% |
| 6M | +2.7% | +15.7% | -13.0% | -4.8% |
| YTD | +12.2% | +8.3% | +3.9% | +7.3% |
| 1Y | -16.3% | +14.2% | -30.5% | -22.1% |
| 3Y | -23.3% | +88.3% | -111.6% | -46.6% |
| 5Y | -4.2% | +83.5% | -87.6% | -32.8% |
| All | -4.2% | +82.9% | -87.1% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling