+566.6%
SCHD vs MOS
-35.3%
+601.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | -0.3% | +9.5% | -9.8% | -2.0% |
| 30D | +3.4% | +10.4% | -7.0% | +1.5% |
| 3M | +7.6% | +12.9% | -5.3% | +4.7% |
| 6M | +12.2% | +1.2% | +10.9% | +10.5% |
| YTD | +29.0% | +9.3% | +19.6% | +25.0% |
| 1Y | +30.3% | -18.0% | +48.3% | +32.7% |
| 3Y | +56.1% | -29.0% | +85.2% | +60.2% |
| 5Y | +60.4% | -9.6% | +70.0% | +50.2% |
| 10Y | +241.3% | +6.1% | +235.2% | +179.8% |
| All | +566.6% | -35.3% | +601.9% | +490.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling