+17,245.8%
MO vs VSH
+1,390.4%
+15,855.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.2% |
| 7D | +3.3% | +14.3% | -11.0% | +2.2% |
| 30D | +7.5% | -7.9% | +15.4% | +7.7% |
| 3M | +22.8% | -19.9% | +42.6% | +23.8% |
| 6M | +13.4% | -30.5% | +43.9% | +14.0% |
| YTD | +43.0% | +85.7% | -42.7% | +31.6% |
| 1Y | +45.2% | +98.9% | -53.7% | +32.8% |
| 3Y | +145.5% | +32.1% | +113.5% | +127.7% |
| 5Y | +157.1% | +39.7% | +117.4% | +135.1% |
| 10Y | +153.3% | +117.6% | +35.8% | +118.6% |
| All | +17,245.8% | +1,390.4% | +15,855.3% | +8,826.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling