+2,245.4%
MO vs VO
+825.6%
+1,419.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.3% | +3.1% | +0.2% | +1.9% |
| 30D | +7.5% | +2.2% | +5.3% | +6.4% |
| 3M | +22.8% | -2.5% | +25.3% | +24.0% |
| 6M | +13.4% | +7.0% | +6.4% | +9.6% |
| YTD | +43.0% | +14.0% | +29.0% | +33.9% |
| 1Y | +45.2% | +15.6% | +29.6% | +35.1% |
| 3Y | +145.5% | +66.2% | +79.4% | +90.1% |
| 5Y | +157.1% | +36.6% | +120.4% | +114.9% |
| 10Y | +153.3% | +199.0% | -45.6% | +44.0% |
| All | +2,245.4% | +825.6% | +1,419.7% | +646.3% |
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