+154.7%
MO vs VST
+645.9%
-491.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | +0.4% | +19.2% | -18.7% | +0.8% |
| 30D | +8.9% | -17.2% | +26.0% | +8.7% |
| 3M | +23.0% | -8.1% | +31.1% | +22.9% |
| 6M | +15.0% | -8.1% | +23.1% | +14.9% |
| YTD | +41.7% | -16.3% | +57.9% | +41.6% |
| 1Y | +43.3% | -24.1% | +67.4% | +43.3% |
| 3Y | +143.2% | +300.2% | -157.0% | +101.1% |
| 5Y | +154.7% | +645.9% | -491.2% | +94.3% |
| All | +154.7% | +645.9% | -491.2% | +94.3% |
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