+135.5%
MO vs VST
+1,219.3%
-1,083.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.3% | -7.7% | -0.9% |
| 7D | -1.8% | -0.5% | -1.2% | -1.9% |
| 30D | +5.8% | -17.1% | +22.8% | +6.8% |
| 3M | +12.7% | -4.6% | +17.3% | +12.5% |
| 6M | +14.8% | -9.1% | +23.8% | +14.5% |
| YTD | +37.8% | -16.6% | +54.5% | +37.9% |
| 1Y | +39.5% | -29.5% | +69.0% | +41.5% |
| 3Y | +136.1% | +297.5% | -161.5% | +67.9% |
| 5Y | +148.5% | +654.5% | -506.0% | +51.6% |
| 10Y | +135.5% | +1,205.2% | -1,069.7% | +34.8% |
| All | +135.5% | +1,219.3% | -1,083.8% | +34.8% |
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