+5.9%
SCHW vs MOS
+6.1%
-0.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | -0.6% | +5.5% | -6.1% | -0.8% |
| 30D | -4.4% | +21.0% | -25.4% | -5.2% |
| 3M | -13.6% | -0.5% | -13.1% | -15.3% |
| 6M | +5.9% | +6.6% | -0.6% | +4.1% |
| All | +5.9% | +6.1% | -0.2% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling