+1,892.9%
MO vs VTV
+712.5%
+1,180.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -2.4% | -0.7% | -1.7% | -2.0% |
| 30D | +3.6% | -0.5% | +4.1% | +3.9% |
| 3M | -3.7% | +5.3% | -9.0% | -6.6% |
| 6M | +4.5% | +12.9% | -8.4% | -2.7% |
| YTD | +21.5% | +18.5% | +3.0% | +9.9% |
| 1Y | +9.5% | +25.3% | -15.8% | -4.2% |
| 3Y | +93.6% | +68.2% | +25.4% | +41.5% |
| 5Y | +97.5% | +80.6% | +16.9% | +37.8% |
| 10Y | +111.2% | +232.9% | -121.8% | +4.8% |
| All | +1,892.9% | +712.5% | +1,180.5% | +456.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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