+155.5%
MO vs VO
+36.2%
+119.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.3% | +3.1% | +0.2% | +2.6% |
| 30D | +7.5% | +2.2% | +5.3% | +7.0% |
| 3M | +22.8% | -2.5% | +25.3% | +23.4% |
| 6M | +13.4% | +7.0% | +6.4% | +11.5% |
| YTD | +43.0% | +14.0% | +29.0% | +38.4% |
| 1Y | +45.2% | +15.6% | +29.6% | +40.0% |
| 3Y | +145.5% | +66.2% | +79.4% | +110.9% |
| All | +155.5% | +36.2% | +119.3% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling