+14,700.0%
MO vs VSH
+1,656.4%
+13,043.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | -2.0% | +6.2% | -8.2% | -2.5% |
| 30D | -0.3% | -11.1% | +10.9% | +0.5% |
| 3M | -2.9% | -44.9% | +42.0% | +0.7% |
| 6M | +5.8% | +90.0% | -84.2% | -1.7% |
| YTD | +22.0% | +118.8% | -96.8% | +11.7% |
| 1Y | +10.7% | +109.0% | -98.3% | +1.4% |
| 3Y | +94.4% | +35.6% | +58.7% | +81.5% |
| 5Y | +97.2% | +66.7% | +30.5% | +79.1% |
| 10Y | +103.0% | +167.9% | -65.0% | +73.6% |
| All | +14,700.0% | +1,656.4% | +13,043.6% | +7,474.7% |
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