+11.0%
MO vs VUG
+13.0%
-2.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.7% |
| 7D | +0.1% | -0.5% | +0.6% | -0.1% |
| 30D | +7.1% | -1.0% | +8.1% | +6.8% |
| 3M | -2.0% | +3.5% | -5.5% | +0.3% |
| 6M | +7.3% | +14.2% | -6.9% | +12.9% |
| YTD | +23.5% | +8.5% | +15.0% | +28.7% |
| 1Y | +11.0% | +12.9% | -1.9% | +22.8% |
| All | +11.0% | +13.0% | -2.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling