+155.5%
MO vs VUG
+62.0%
+93.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.9% |
| 7D | +3.3% | +2.5% | +0.8% | +3.3% |
| 30D | +7.5% | -6.3% | +13.8% | +7.5% |
| 3M | +22.8% | -6.0% | +28.8% | +22.7% |
| 6M | +13.4% | -3.5% | +16.9% | +13.3% |
| YTD | +43.0% | +3.9% | +39.1% | +42.6% |
| 1Y | +45.2% | +5.1% | +40.1% | +44.7% |
| 3Y | +145.5% | +77.9% | +67.7% | +127.4% |
| All | +155.5% | +62.0% | +93.4% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling