+103.0%
MO vs VCIT
+29.0%
+74.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -0.3% | -0.8% | +0.5% | +0.1% |
| 3M | -2.9% | -0.5% | -2.4% | -2.7% |
| 6M | +5.8% | -1.4% | +7.2% | +6.3% |
| YTD | +22.0% | -0.8% | +22.8% | +22.4% |
| 1Y | +10.7% | +0.3% | +10.4% | +10.5% |
| 3Y | +94.4% | +19.2% | +75.1% | +80.3% |
| 5Y | +97.2% | +3.6% | +93.6% | +98.0% |
| 10Y | +103.0% | +29.3% | +73.7% | +88.9% |
| All | +103.0% | +29.0% | +74.0% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VCIT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling