+100.1%
MO vs VIG
+61.5%
+38.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -1.0% | -2.2% | +1.2% | -0.2% |
| 30D | +5.8% | -3.2% | +9.0% | +7.1% |
| 3M | -4.5% | +3.0% | -7.6% | -5.7% |
| 6M | +5.7% | +8.1% | -2.4% | +2.4% |
| YTD | +23.1% | +9.1% | +14.1% | +18.8% |
| 1Y | +10.9% | +12.6% | -1.7% | +5.5% |
| 3Y | +96.1% | +55.4% | +40.8% | +57.9% |
| 5Y | +100.1% | +62.8% | +37.3% | +50.1% |
| All | +100.1% | +61.5% | +38.6% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling