+148.0%
MO vs VST
+561.4%
-413.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.6% | -12.4% | -1.7% |
| 7D | -2.4% | -9.8% | +7.4% | -2.6% |
| 30D | +9.7% | -25.1% | +34.9% | +9.3% |
| 3M | +14.1% | -11.6% | +25.7% | +13.9% |
| 6M | +11.9% | -20.9% | +32.8% | +11.7% |
| YTD | +38.4% | -22.3% | +60.7% | +38.1% |
| 1Y | +41.9% | -32.0% | +73.9% | +41.7% |
| 3Y | +134.5% | +262.4% | -127.9% | +94.3% |
| All | +148.0% | +561.4% | -413.4% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling