+67.7%
V vs MO
+96.7%
-29.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -2.9% | -2.4% | -0.5% | -2.5% |
| 30D | +1.9% | +3.6% | -1.7% | +1.2% |
| 3M | +13.2% | -3.7% | +16.9% | +13.8% |
| 6M | +16.7% | +4.5% | +12.2% | +15.2% |
| YTD | +5.4% | +21.5% | -16.1% | +0.3% |
| 1Y | +7.7% | +9.5% | -1.9% | +5.1% |
| 3Y | +52.0% | +93.6% | -41.6% | +25.8% |
| 5Y | +67.7% | +97.5% | -29.8% | +36.4% |
| All | +67.7% | +96.7% | -29.0% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling