+255.9%
SCHD vs MOS
+3.2%
+252.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +0.8% | +24.8% | -24.0% | -3.4% |
| 30D | +8.4% | +22.7% | -14.2% | +4.2% |
| 3M | +5.6% | -1.2% | +6.8% | +5.2% |
| 6M | +15.1% | +5.5% | +9.6% | +12.8% |
| YTD | +33.8% | -2.0% | +35.8% | +31.7% |
| 1Y | +38.5% | -7.9% | +46.5% | +37.7% |
| 3Y | +72.7% | -25.0% | +97.7% | +74.6% |
| 5Y | +63.1% | -27.7% | +90.8% | +58.8% |
| 10Y | +255.9% | -1.6% | +257.5% | +191.8% |
| All | +255.9% | +3.2% | +252.7% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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