+22.5%
MA vs VLO
+120.8%
-98.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.8% | +9.7% | +3.7% |
| 7D | +10.2% | -6.0% | +16.2% | +10.0% |
| 30D | +19.3% | -12.9% | +32.2% | +18.9% |
| 3M | +18.0% | +18.3% | -0.4% | +18.1% |
| 6M | +33.7% | +46.4% | -12.7% | +34.9% |
| YTD | +18.6% | +127.7% | -109.2% | +22.0% |
| 1Y | +22.5% | +120.6% | -98.1% | +25.0% |
| All | +22.5% | +120.8% | -98.3% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling