+2.6%
SCHW vs MOS
-1.5%
+4.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | +2.0% | -2.0% | +4.0% | +2.1% |
| 30D | -3.6% | +15.3% | -18.9% | -4.2% |
| 3M | -15.0% | +1.5% | -16.5% | -16.2% |
| 6M | +2.6% | -2.0% | +4.6% | +0.1% |
| All | +2.6% | -1.5% | +4.1% | +0.1% |
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