+149.3%
MO vs VST
+1,169.0%
-1,019.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +1.3% |
| 7D | -0.8% | +10.9% | -11.7% | -1.5% |
| 30D | +8.0% | -15.6% | +23.6% | +8.9% |
| 3M | +20.9% | -7.8% | +28.7% | +21.0% |
| 6M | +16.3% | -12.0% | +28.3% | +16.4% |
| YTD | +40.7% | -16.9% | +57.6% | +40.8% |
| 1Y | +41.5% | -25.1% | +66.5% | +42.7% |
| 3Y | +141.5% | +297.1% | -155.5% | +71.5% |
| 5Y | +153.1% | +641.9% | -488.8% | +54.6% |
| 10Y | +149.3% | +1,142.3% | -993.0% | +40.6% |
| All | +149.3% | +1,169.0% | -1,019.7% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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