+132.0%
MO vs VCIT
+28.8%
+103.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +9.7% | +1.9% | +7.8% | +8.9% |
| 3M | +14.1% | -1.4% | +15.6% | +14.8% |
| 6M | +11.9% | -2.1% | +14.0% | +12.8% |
| YTD | +38.4% | -1.6% | +40.0% | +39.3% |
| 1Y | +41.9% | -0.9% | +42.8% | +42.3% |
| 3Y | +134.5% | +20.0% | +114.5% | +117.2% |
| 5Y | +147.3% | +3.1% | +144.1% | +148.4% |
| All | +132.0% | +28.8% | +103.2% | +119.2% |
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