+110.9%
MO vs VWO
+117.1%
-6.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +0.1% | -1.8% | +1.9% | +0.6% |
| 30D | +7.1% | -0.1% | +7.2% | +7.1% |
| 3M | -2.0% | +2.2% | -4.2% | -2.9% |
| 6M | +7.3% | +8.8% | -1.4% | +3.9% |
| YTD | +23.5% | +12.4% | +11.1% | +18.1% |
| 1Y | +11.0% | +15.6% | -4.6% | +5.0% |
| 3Y | +95.0% | +62.5% | +32.5% | +61.3% |
| 5Y | +100.6% | +34.3% | +66.4% | +77.7% |
| All | +110.9% | +117.1% | -6.2% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling