+91.9%
MO vs VO
+56.0%
+35.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | +3.6% | -1.9% | +5.5% | +3.8% |
| 3M | -3.7% | +3.3% | -7.0% | -4.1% |
| 6M | +4.5% | +9.7% | -5.2% | +3.3% |
| YTD | +21.5% | +12.6% | +8.9% | +19.5% |
| 1Y | +9.5% | +13.6% | -4.1% | +7.5% |
| All | +91.9% | +56.0% | +35.9% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling