+95.0%
MO vs VGT
+123.9%
-28.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.5% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +7.1% | -0.4% | +7.6% | +7.1% |
| 3M | -2.0% | +4.4% | -6.4% | -0.7% |
| 6M | +7.3% | +32.1% | -24.8% | +11.7% |
| YTD | +23.5% | +28.8% | -5.3% | +28.3% |
| 1Y | +11.0% | +35.3% | -24.3% | +15.9% |
| 3Y | +95.0% | +124.8% | -29.8% | +84.0% |
| All | +95.0% | +123.9% | -28.9% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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