+110.9%
MO vs VXUS
+151.1%
-40.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +0.1% | -1.4% | +1.6% | +0.7% |
| 30D | +7.1% | -0.5% | +7.6% | +7.3% |
| 3M | -2.0% | +2.6% | -4.5% | -3.4% |
| 6M | +7.3% | +10.9% | -3.6% | +1.3% |
| YTD | +23.5% | +16.1% | +7.3% | +13.6% |
| 1Y | +11.0% | +22.3% | -11.3% | -0.6% |
| 3Y | +95.0% | +72.0% | +23.0% | +43.5% |
| 5Y | +100.6% | +54.1% | +46.5% | +56.3% |
| All | +110.9% | +151.1% | -40.2% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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