+143.3%
MO vs VST
+300.2%
-156.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | +0.4% | +19.2% | -18.7% | +1.4% |
| 30D | +8.9% | -17.2% | +26.0% | +8.1% |
| 3M | +23.0% | -8.1% | +31.1% | +22.7% |
| 6M | +15.0% | -8.1% | +23.1% | +14.9% |
| YTD | +41.7% | -16.3% | +57.9% | +41.5% |
| 1Y | +43.3% | -24.1% | +67.4% | +42.7% |
| All | +143.3% | +300.2% | -156.9% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling