+912.1%
MO vs VT
+374.2%
+537.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | +0.6% | +1.0% | -0.3% | +0.2% |
| 3M | -1.0% | +2.4% | -3.4% | -2.5% |
| 6M | +4.3% | +12.0% | -7.7% | -1.8% |
| YTD | +23.3% | +15.3% | +7.9% | +14.3% |
| 1Y | +10.5% | +22.6% | -12.1% | -0.7% |
| 3Y | +96.3% | +74.7% | +21.6% | +46.1% |
| 5Y | +98.9% | +66.1% | +32.7% | +49.9% |
| 10Y | +103.6% | +225.0% | -121.4% | +9.4% |
| All | +912.1% | +374.2% | +537.9% | +355.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling