+110.3%
MO vs VO
+197.9%
-87.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | -1.0% | -2.5% | +1.5% | +0.1% |
| 30D | +5.8% | -3.2% | +9.0% | +7.3% |
| 3M | -4.5% | +3.9% | -8.5% | -6.4% |
| 6M | +5.7% | +9.6% | -3.9% | +0.9% |
| YTD | +23.1% | +11.6% | +11.5% | +16.4% |
| 1Y | +10.9% | +12.6% | -1.7% | +4.2% |
| 3Y | +96.1% | +55.4% | +40.8% | +54.1% |
| 5Y | +100.1% | +41.8% | +58.2% | +62.2% |
| All | +110.3% | +197.9% | -87.6% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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