-0.2%
SCHG vs MOH
+43.5%
-43.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.3% | -1.2% | -5.5% |
| 7D | -6.8% | +8.9% | -15.7% | -6.6% |
| 30D | -11.2% | +11.0% | -22.2% | -10.9% |
| 3M | -7.4% | +11.0% | -18.4% | -7.1% |
| 6M | -1.0% | +12.7% | -13.8% | -0.4% |
| YTD | +0.9% | +24.8% | -23.9% | +2.0% |
| 1Y | -0.2% | +44.7% | -44.8% | +0.7% |
| All | -0.2% | +43.5% | -43.6% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling