+45.3%
MO vs VCLT
-3.2%
+48.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +6.9% | +0.4% | +6.5% | +6.8% |
| 30D | +14.9% | +3.9% | +11.0% | +14.8% |
| 3M | +16.4% | -1.9% | +18.4% | +15.8% |
| 6M | +9.6% | -2.6% | +12.2% | +9.0% |
| YTD | +41.8% | -3.1% | +45.0% | +42.2% |
| 1Y | +45.3% | -3.6% | +48.9% | +45.8% |
| All | +45.3% | -3.2% | +48.6% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling