+2,397.0%
VRT vs MO
+116.6%
+2,280.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.8% |
| 7D | -7.7% | -1.0% | -6.7% | -7.6% |
| 30D | -12.0% | +5.8% | -17.7% | -12.9% |
| 3M | -11.7% | -4.5% | -7.1% | -11.5% |
| 6M | -8.1% | +5.7% | -13.8% | -10.3% |
| YTD | +53.2% | +23.1% | +30.1% | +44.2% |
| 1Y | +81.7% | +10.9% | +70.8% | +74.7% |
| 3Y | +535.3% | +96.1% | +439.1% | +394.1% |
| 5Y | +916.4% | +100.1% | +816.3% | +677.9% |
| All | +2,397.0% | +116.6% | +2,280.4% | +1,542.5% |
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