+52,550.4%
SCHW vs MOS
+155.8%
+52,394.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | -0.8% | +9.5% | -10.3% | -3.3% |
| 30D | +1.5% | +10.4% | -9.0% | -1.6% |
| 3M | +24.6% | +12.9% | +11.7% | +19.2% |
| 6M | +14.5% | +1.2% | +13.3% | +11.3% |
| YTD | +10.5% | +9.3% | +1.2% | +4.4% |
| 1Y | +13.4% | -18.0% | +31.4% | +15.4% |
| 3Y | +88.3% | -29.0% | +117.3% | +93.1% |
| 5Y | +62.1% | -9.6% | +71.7% | +47.8% |
| 10Y | +297.3% | +6.1% | +291.2% | +210.3% |
| All | +52,550.4% | +155.8% | +52,394.6% | +21,040.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling