+52.5%
V vs MO
+95.5%
-43.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -1.1% | -2.0% | +0.9% | -0.8% |
| 30D | +1.9% | -0.3% | +2.1% | +1.9% |
| 3M | +15.5% | -2.9% | +18.5% | +15.8% |
| 6M | +16.6% | +5.8% | +10.8% | +15.6% |
| YTD | +5.7% | +22.0% | -16.3% | +2.0% |
| 1Y | +8.6% | +10.7% | -2.1% | +7.1% |
| 3Y | +52.5% | +94.4% | -41.9% | +28.0% |
| All | +52.5% | +95.5% | -43.0% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling