+145.5%
MO vs VSH
+31.2%
+114.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +0.6% |
| 7D | +3.3% | +14.3% | -11.0% | +4.4% |
| 30D | +7.5% | -7.9% | +15.4% | +7.3% |
| 3M | +22.8% | -19.9% | +42.6% | +21.6% |
| 6M | +13.4% | -30.5% | +43.9% | +12.0% |
| YTD | +43.0% | +85.7% | -42.7% | +47.5% |
| 1Y | +45.2% | +98.9% | -53.7% | +50.2% |
| 3Y | +145.5% | +32.1% | +113.5% | +152.4% |
| All | +145.5% | +31.2% | +114.3% | +152.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling