+100.1%
MO vs VUG
+74.2%
+25.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.3% |
| 7D | -1.0% | -1.9% | +0.9% | -1.0% |
| 30D | +5.8% | -1.6% | +7.3% | +5.8% |
| 3M | -4.5% | +4.4% | -8.9% | -4.6% |
| 6M | +5.7% | +13.2% | -7.5% | +5.1% |
| YTD | +23.1% | +7.5% | +15.6% | +22.8% |
| 1Y | +10.9% | +12.5% | -1.6% | +10.3% |
| 3Y | +96.1% | +86.0% | +10.2% | +81.3% |
| 5Y | +100.1% | +76.5% | +23.6% | +73.5% |
| All | +100.1% | +74.2% | +25.8% | +73.5% |
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