+1,526.3%
MO vs VWO
+317.6%
+1,208.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.8% |
| 7D | -1.0% | -1.7% | +0.7% | -0.5% |
| 30D | +5.8% | -0.3% | +6.1% | +5.8% |
| 3M | -4.5% | +4.0% | -8.5% | -6.0% |
| 6M | +5.7% | +8.1% | -2.4% | +2.5% |
| YTD | +23.1% | +11.6% | +11.5% | +18.0% |
| 1Y | +10.9% | +16.2% | -5.3% | +4.8% |
| 3Y | +96.1% | +63.3% | +32.9% | +64.8% |
| 5Y | +100.1% | +33.4% | +66.7% | +77.7% |
| 10Y | +114.0% | +113.3% | +0.6% | +60.6% |
| All | +1,526.3% | +317.6% | +1,208.6% | +779.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling