+568.4%
MA vs VLO
+728.0%
-159.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | +1.8% | -9.5% | +11.3% | +4.4% |
| 30D | +11.8% | -19.1% | +31.0% | +17.9% |
| 3M | +17.2% | +11.4% | +5.8% | +12.6% |
| 6M | +33.4% | +46.7% | -13.3% | +17.9% |
| YTD | +16.1% | +118.6% | -102.5% | -9.7% |
| 1Y | +19.9% | +99.9% | -80.0% | -4.5% |
| 3Y | +70.1% | +210.5% | -140.4% | +14.2% |
| 5Y | +89.6% | +432.7% | -343.0% | -0.5% |
| 10Y | +568.4% | +717.1% | -148.7% | +157.3% |
| All | +568.4% | +728.0% | -159.6% | +157.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling