+60.7%
SCHD vs MOS
-7.1%
+67.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.8% | -1.5% |
| 7D | -1.1% | +7.1% | -8.2% | -2.1% |
| 30D | +1.5% | +15.0% | -13.5% | -0.6% |
| 3M | +7.4% | +24.1% | -16.7% | +3.7% |
| 6M | +12.4% | +2.7% | +9.6% | +10.9% |
| YTD | +27.5% | +12.2% | +15.3% | +23.9% |
| 1Y | +30.0% | -16.3% | +46.3% | +31.8% |
| 3Y | +56.5% | -23.3% | +79.8% | +57.6% |
| 5Y | +60.7% | -4.2% | +64.8% | +43.5% |
| All | +60.7% | -7.1% | +67.8% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling