+1,278.1%
SCHW vs MOH
+1,358.8%
-80.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.0% | -0.5% |
| 7D | -1.9% | +1.7% | -3.6% | -2.2% |
| 30D | -1.6% | -0.9% | -0.7% | -1.5% |
| 3M | +21.3% | +5.7% | +15.6% | +19.4% |
| 6M | +16.5% | +39.1% | -22.6% | +7.7% |
| YTD | +8.4% | +17.7% | -9.3% | +2.1% |
| 1Y | +15.6% | +8.4% | +7.2% | +9.9% |
| 3Y | +86.8% | -36.6% | +123.4% | +88.9% |
| 5Y | +60.5% | -19.1% | +79.6% | +51.1% |
| 10Y | +297.7% | +262.8% | +34.9% | +144.1% |
| All | +1,278.1% | +1,358.8% | -80.7% | +433.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling