+146.1%
MO vs VCIT
+30.3%
+115.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +6.5% | +1.1% | +5.4% | +6.1% |
| 3M | +18.3% | -1.4% | +19.7% | +19.0% |
| 6M | +15.6% | -2.3% | +17.9% | +16.6% |
| YTD | +38.8% | -1.8% | +40.6% | +39.8% |
| 1Y | +41.6% | -1.0% | +42.6% | +42.1% |
| 3Y | +138.2% | +19.3% | +119.0% | +121.5% |
| 5Y | +150.5% | +3.8% | +146.7% | +150.5% |
| 10Y | +146.1% | +30.6% | +115.5% | +129.8% |
| All | +146.1% | +30.3% | +115.8% | +129.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling