+68.2%
MO vs VG
-44.1%
+112.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.1% | +0.8% |
| 7D | +0.4% | +15.1% | -14.7% | +0.7% |
| 30D | +8.9% | -4.2% | +13.1% | +8.9% |
| 3M | +23.0% | -3.1% | +26.1% | +23.0% |
| 6M | +15.0% | +0.3% | +14.6% | +15.2% |
| YTD | +41.7% | +95.5% | -53.8% | +46.0% |
| 1Y | +43.3% | +64.4% | -21.1% | +46.7% |
| All | +68.2% | -44.1% | +112.3% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling