+20.2%
VZ vs MO
+147.3%
-127.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.3% |
| 7D | +2.1% | -2.4% | +4.6% | +3.0% |
| 30D | +1.4% | +9.7% | -8.3% | -1.8% |
| 3M | -1.3% | +14.1% | -15.4% | -5.7% |
| 6M | -0.5% | +11.9% | -12.4% | -4.6% |
| YTD | +19.6% | +38.4% | -18.8% | +6.5% |
| 1Y | +22.4% | +41.9% | -19.5% | +8.1% |
| 3Y | +55.9% | +134.5% | -78.6% | +19.6% |
| All | +20.2% | +147.3% | -127.1% | -16.8% |
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 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