+3,340.1%
V vs MO
+1,009.5%
+2,330.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | -2.3% | -0.8% | -1.5% | -2.0% |
| 30D | +9.5% | +8.0% | +1.5% | +6.2% |
| 3M | +17.5% | +20.9% | -3.4% | +8.9% |
| 6M | +32.2% | +16.3% | +15.8% | +23.7% |
| YTD | +22.3% | +40.7% | -18.4% | +4.8% |
| 1Y | +26.8% | +41.5% | -14.7% | +8.4% |
| 3Y | +77.5% | +141.5% | -64.0% | +18.5% |
| 5Y | +110.1% | +153.1% | -43.0% | +34.5% |
| 10Y | +458.8% | +149.3% | +309.5% | +233.7% |
| All | +3,340.1% | +1,009.5% | +2,330.6% | +785.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling