+1,922.0%
MO vs VO
+827.2%
+1,094.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +0.6% | -0.3% | +1.0% | +0.8% |
| 3M | -1.0% | +2.9% | -3.9% | -2.5% |
| 6M | +4.3% | +9.3% | -5.0% | -0.1% |
| YTD | +23.3% | +14.2% | +9.1% | +15.5% |
| 1Y | +10.5% | +15.3% | -4.8% | +2.9% |
| 3Y | +96.3% | +56.2% | +40.0% | +56.6% |
| 5Y | +98.9% | +42.4% | +56.4% | +63.0% |
| 10Y | +103.6% | +194.7% | -91.1% | +16.6% |
| All | +1,922.0% | +827.2% | +1,094.8% | +543.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling