-34.4%
MOS vs SCHG
+69.4%
-103.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -2.0% | +2.7% | -4.7% | -3.3% |
| 30D | +15.3% | -5.2% | +20.5% | +18.1% |
| 3M | +1.5% | -5.2% | +6.7% | +3.8% |
| 6M | -2.0% | -0.6% | -1.4% | -2.2% |
| YTD | -6.5% | +4.7% | -11.2% | -9.4% |
| 1Y | -11.1% | +6.0% | -17.1% | -14.4% |
| 3Y | -30.3% | +78.9% | -109.2% | -50.1% |
| All | -34.4% | +69.4% | -103.8% | -52.2% |
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