+1,026.6%
MO vs VEU
+190.9%
+835.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.0% | +1.7% | -3.7% | -2.7% |
| 30D | -0.3% | +1.0% | -1.2% | -0.7% |
| 3M | -2.9% | +5.6% | -8.6% | -5.6% |
| 6M | +5.8% | +13.7% | -7.9% | -0.7% |
| YTD | +22.0% | +17.7% | +4.3% | +12.6% |
| 1Y | +10.7% | +25.8% | -15.1% | -0.8% |
| 3Y | +94.4% | +77.1% | +17.3% | +48.4% |
| 5Y | +97.2% | +57.1% | +40.0% | +57.2% |
| 10Y | +103.0% | +149.8% | -46.8% | +31.3% |
| All | +1,026.6% | +190.9% | +835.6% | +540.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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