+135.5%
MO vs VT
+223.7%
-88.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.6% |
| 7D | -1.8% | +0.4% | -2.1% | -2.0% |
| 30D | +5.8% | -2.6% | +8.4% | +6.9% |
| 3M | +12.7% | -3.2% | +15.9% | +14.1% |
| 6M | +14.8% | +0.9% | +13.8% | +13.3% |
| YTD | +37.8% | +11.3% | +26.5% | +29.2% |
| 1Y | +39.5% | +14.0% | +25.5% | +29.0% |
| 3Y | +136.1% | +75.8% | +60.2% | +67.8% |
| 5Y | +148.5% | +57.8% | +90.7% | +87.0% |
| 10Y | +135.5% | +219.8% | -84.3% | +8.2% |
| All | +135.5% | +223.7% | -88.2% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling