+588.3%
SCHD vs MOS
-42.5%
+630.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.5% | +1.0% |
| 7D | -0.7% | +19.7% | -20.3% | -4.1% |
| 30D | +7.9% | +21.5% | -13.6% | +3.8% |
| 3M | +6.0% | -0.4% | +6.4% | +5.4% |
| 6M | +14.5% | +4.5% | +10.0% | +12.4% |
| YTD | +33.2% | -2.9% | +36.1% | +31.2% |
| 1Y | +38.1% | -7.7% | +45.8% | +37.2% |
| 3Y | +73.5% | -25.6% | +99.2% | +75.7% |
| 5Y | +62.5% | -31.2% | +93.6% | +60.2% |
| 10Y | +253.7% | +2.8% | +250.9% | +190.4% |
| All | +588.3% | -42.5% | +630.9% | +520.1% |
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