+910.0%
MO vs VCIT
+98.3%
+811.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | -0.3% | +0.7% | +0.4% |
| 30D | +0.6% | -0.8% | +1.4% | +0.9% |
| 3M | -1.0% | -1.0% | 0.0% | -0.7% |
| 6M | +4.3% | -1.8% | +6.2% | +4.9% |
| YTD | +23.3% | -0.7% | +24.0% | +23.5% |
| 1Y | +10.5% | +1.0% | +9.5% | +10.1% |
| 3Y | +96.3% | +18.8% | +77.4% | +86.9% |
| 5Y | +98.9% | +3.5% | +95.4% | +97.1% |
| 10Y | +103.6% | +29.2% | +74.4% | +95.8% |
| All | +910.0% | +98.3% | +811.7% | +1,031.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling