+942.2%
VTI vs MO
+2,644.7%
-1,702.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.1% |
| 7D | -2.0% | -1.0% | -1.0% | -1.7% |
| 30D | -1.9% | +5.8% | -7.7% | -3.9% |
| 3M | +4.5% | -4.5% | +9.1% | +5.5% |
| 6M | +12.6% | +5.7% | +6.9% | +9.0% |
| YTD | +12.0% | +23.1% | -11.1% | +2.3% |
| 1Y | +17.3% | +10.9% | +6.4% | +10.9% |
| 3Y | +75.3% | +96.1% | -20.8% | +31.6% |
| 5Y | +74.0% | +100.1% | -26.1% | +27.6% |
| 10Y | +300.0% | +114.0% | +186.1% | +172.0% |
| All | +942.2% | +2,644.7% | -1,702.5% | +217.0% |
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 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