+15.2%
SCHW vs MOS
-17.6%
+32.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.4% |
| 7D | -1.6% | +1.7% | -3.2% | -1.5% |
| 30D | -1.1% | +11.7% | -12.7% | -0.4% |
| 3M | +20.4% | +23.2% | -2.8% | +21.9% |
| 6M | +13.6% | -1.6% | +15.3% | +13.7% |
| YTD | +7.7% | +10.8% | -3.1% | +6.2% |
| 1Y | +15.2% | -16.2% | +31.4% | +15.6% |
| All | +15.2% | -17.6% | +32.8% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling