+111.1%
MO vs VSXY
+37.7%
+73.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.3% |
| 7D | -2.4% | -10.7% | +8.3% | -2.1% |
| 30D | +3.6% | -24.3% | +27.8% | +4.3% |
| 3M | -3.7% | +1.0% | -4.7% | -3.8% |
| 6M | +4.5% | +57.4% | -52.9% | +3.0% |
| YTD | +21.5% | +39.8% | -18.3% | +20.0% |
| 1Y | +9.5% | +196.5% | -187.0% | +5.6% |
| 3Y | +93.6% | +357.2% | -263.7% | +78.9% |
| 5Y | +97.5% | +18.9% | +78.6% | +92.3% |
| All | +111.1% | +37.7% | +73.4% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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