+191.7%
SCHW vs MOS
-1.8%
+193.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | -0.6% | +5.5% | -6.1% | -2.0% |
| 30D | -4.4% | +21.0% | -25.4% | -9.4% |
| 3M | -13.6% | -0.5% | -13.1% | -14.3% |
| 6M | +5.9% | +6.6% | -0.6% | +2.2% |
| YTD | -6.2% | -2.8% | -3.4% | -9.2% |
| 1Y | -2.2% | -8.1% | +5.8% | -4.0% |
| 3Y | +76.9% | -25.6% | +102.5% | +77.7% |
| 5Y | +21.6% | -29.8% | +51.3% | +17.1% |
| 10Y | +191.7% | +0.6% | +191.1% | +121.1% |
| All | +191.7% | -1.8% | +193.5% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling