+147.4%
MO vs VST
+968.1%
-820.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.6% | -12.4% | -2.5% |
| 7D | -2.4% | -9.8% | +7.4% | -1.9% |
| 30D | +9.7% | -25.1% | +34.9% | +11.5% |
| 3M | +14.1% | -11.6% | +25.7% | +14.5% |
| 6M | +11.9% | -20.9% | +32.8% | +12.8% |
| YTD | +38.4% | -22.3% | +60.7% | +39.1% |
| 1Y | +41.9% | -32.0% | +73.9% | +44.2% |
| 3Y | +134.5% | +262.4% | -127.9% | +68.8% |
| 5Y | +147.3% | +563.4% | -416.1% | +54.2% |
| 10Y | +135.2% | +1,120.7% | -985.5% | +34.3% |
| All | +147.4% | +968.1% | -820.7% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling