+110.9%
MO vs VSH
+196.4%
-85.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.1% | -5.9% | -0.2% |
| 7D | +0.1% | +4.8% | -4.6% | -0.2% |
| 30D | +7.1% | -0.7% | +7.8% | +7.1% |
| 3M | -2.0% | -43.1% | +41.1% | +2.1% |
| 6M | +7.3% | +91.8% | -84.5% | -2.8% |
| YTD | +23.5% | +131.6% | -108.2% | +8.9% |
| 1Y | +11.0% | +118.1% | -107.1% | -1.8% |
| 3Y | +95.0% | +40.9% | +54.1% | +80.3% |
| 5Y | +100.6% | +75.8% | +24.9% | +73.6% |
| All | +110.9% | +196.4% | -85.5% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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