+295.1%
SCHW vs MOS
+12.0%
+283.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -1.6% | +1.7% | -3.2% | -2.0% |
| 30D | -1.1% | +11.7% | -12.7% | -4.2% |
| 3M | +20.4% | +23.2% | -2.8% | +12.9% |
| 6M | +13.6% | -1.6% | +15.3% | +11.6% |
| YTD | +7.7% | +10.8% | -3.1% | +1.4% |
| 1Y | +15.2% | -16.2% | +31.4% | +16.8% |
| 3Y | +87.1% | -24.2% | +111.4% | +89.0% |
| 5Y | +57.5% | -6.6% | +64.1% | +39.7% |
| 10Y | +295.1% | +16.3% | +278.8% | +196.3% |
| All | +295.1% | +12.0% | +283.1% | +196.3% |
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