+379.1%
V vs MO
+114.7%
+264.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -1.2% | +0.1% | -1.4% | -1.3% |
| 30D | +3.1% | +7.1% | -4.1% | +0.9% |
| 3M | +16.3% | -2.0% | +18.3% | +16.6% |
| 6M | +20.4% | +7.3% | +13.1% | +16.9% |
| YTD | +6.3% | +23.5% | -17.2% | -2.0% |
| 1Y | +8.7% | +11.0% | -2.3% | +3.8% |
| 3Y | +53.3% | +95.0% | -41.7% | +18.5% |
| 5Y | +71.1% | +100.6% | -29.6% | +28.8% |
| All | +379.1% | +114.7% | +264.5% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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