+110.9%
MO vs VIG
+250.0%
-139.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.2% |
| 7D | +0.1% | -1.1% | +1.2% | +0.8% |
| 30D | +7.1% | -2.7% | +9.9% | +9.0% |
| 3M | -2.0% | +2.5% | -4.5% | -3.6% |
| 6M | +7.3% | +9.2% | -1.9% | +1.2% |
| YTD | +23.5% | +9.8% | +13.6% | +15.9% |
| 1Y | +11.0% | +12.4% | -1.4% | +2.5% |
| 3Y | +95.0% | +55.9% | +39.1% | +42.0% |
| 5Y | +100.6% | +63.9% | +36.7% | +38.8% |
| All | +110.9% | +250.0% | -139.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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