+818.4%
VOO vs MO
+666.0%
+152.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | -0.4% | -2.4% | +2.0% | +0.4% |
| 30D | -1.4% | +3.6% | -5.0% | -2.6% |
| 3M | +3.7% | -3.7% | +7.4% | +4.3% |
| 6M | +13.0% | +4.5% | +8.5% | +9.9% |
| YTD | +12.4% | +21.5% | -9.1% | +3.2% |
| 1Y | +18.6% | +9.5% | +9.1% | +12.7% |
| 3Y | +78.1% | +93.6% | -15.5% | +33.0% |
| 5Y | +82.3% | +97.5% | -15.2% | +32.7% |
| 10Y | +322.5% | +111.2% | +211.4% | +175.8% |
| All | +818.4% | +666.0% | +152.4% | +152.3% |
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