+59.7%
SCHW vs MOS
-7.1%
+66.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.7% |
| 7D | -1.3% | +7.1% | -8.4% | -2.5% |
| 30D | -0.4% | +15.0% | -15.4% | -3.0% |
| 3M | +21.7% | +24.1% | -2.4% | +16.4% |
| 6M | +13.0% | +2.7% | +10.2% | +10.8% |
| YTD | +8.0% | +12.2% | -4.2% | +3.2% |
| 1Y | +15.8% | -16.3% | +32.1% | +17.8% |
| 3Y | +87.7% | -23.3% | +111.0% | +90.8% |
| 5Y | +59.7% | -4.2% | +63.8% | +19.5% |
| All | +59.7% | -7.1% | +66.8% | +19.5% |
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