+22.9%
SCHW vs MOS
-30.3%
+53.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.2% |
| 7D | +4.2% | +24.8% | -20.6% | +0.2% |
| 30D | -3.8% | +22.7% | -26.5% | -7.3% |
| 3M | -13.6% | -1.2% | -12.4% | -13.9% |
| 6M | +5.3% | +5.5% | -0.3% | +3.1% |
| YTD | -6.0% | -2.0% | -4.0% | -8.4% |
| 1Y | -1.4% | -7.9% | +6.5% | -2.7% |
| 3Y | +77.4% | -25.0% | +102.4% | +78.2% |
| 5Y | +22.9% | -27.7% | +50.6% | +6.0% |
| All | +22.9% | -30.3% | +53.2% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling