+64.8%
MO vs VG
-49.4%
+114.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.7% |
| 7D | -0.8% | -7.7% | +6.9% | -0.9% |
| 30D | +6.5% | -8.8% | +15.3% | +6.4% |
| 3M | +18.3% | -15.6% | +34.0% | +18.1% |
| 6M | +15.6% | +5.2% | +10.3% | +16.0% |
| YTD | +38.8% | +76.9% | -38.1% | +42.8% |
| 1Y | +41.6% | +42.5% | -0.9% | +44.5% |
| All | +64.8% | -49.4% | +114.2% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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