-52.2%
MOS vs SCHG
+1,104.0%
-1,156.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.3% |
| 7D | -2.6% | +4.6% | -7.2% | -6.3% |
| 30D | +13.5% | -6.2% | +19.7% | +19.2% |
| 3M | -2.9% | -3.5% | +0.6% | -0.7% |
| 6M | -1.0% | +0.9% | -1.9% | -2.8% |
| YTD | -7.2% | +5.6% | -12.8% | -12.9% |
| 1Y | -11.4% | +4.4% | -15.8% | -16.3% |
| 3Y | -29.0% | +80.1% | -109.1% | -60.7% |
| 5Y | -34.0% | +71.3% | -105.3% | -63.2% |
| 10Y | -4.0% | +437.2% | -441.2% | -85.6% |
| All | -52.2% | +1,104.0% | -1,156.2% | -97.4% |
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