-43.7%
MOS vs SCHG
+1,145.2%
-1,188.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.2% |
| 7D | +9.5% | -0.7% | +10.2% | +10.1% |
| 30D | +10.4% | +0.2% | +10.2% | +10.0% |
| 3M | +12.9% | +2.2% | +10.6% | +10.5% |
| 6M | +1.2% | +15.0% | -13.8% | -10.8% |
| YTD | +9.3% | +9.2% | +0.1% | +0.4% |
| 1Y | -18.0% | +15.7% | -33.7% | -28.6% |
| 3Y | -29.0% | +87.3% | -116.3% | -61.9% |
| 5Y | -9.6% | +84.5% | -94.0% | -52.8% |
| 10Y | +6.1% | +448.7% | -442.6% | -84.2% |
| All | -43.7% | +1,145.2% | -1,188.9% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling