-2.2%
SCHW vs MOS
-7.3%
+5.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.3% |
| 7D | -0.6% | +5.5% | -6.1% | -0.6% |
| 30D | -4.4% | +21.0% | -25.4% | -4.3% |
| 3M | -13.6% | -0.5% | -13.1% | -14.5% |
| 6M | +5.9% | +6.6% | -0.6% | +5.3% |
| YTD | -6.2% | -2.8% | -3.4% | -10.5% |
| 1Y | -2.2% | -8.1% | +5.8% | -5.6% |
| All | -2.2% | -7.3% | +5.1% | -5.6% |
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