+15.2%
SCHW vs MOD
+34.0%
-18.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.3% |
| 7D | -1.6% | +3.6% | -5.2% | -1.6% |
| 30D | -1.1% | -2.6% | +1.6% | -1.1% |
| 3M | +20.4% | -33.1% | +53.5% | +20.6% |
| 6M | +13.6% | -7.5% | +21.1% | +11.7% |
| YTD | +7.7% | +39.3% | -31.6% | +3.9% |
| 1Y | +15.2% | +34.3% | -19.1% | +13.0% |
| All | +15.2% | +34.0% | -18.8% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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