+584.1%
MA vs VLO
+779.3%
-195.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -2.1% |
| 7D | -0.5% | +6.8% | -7.3% | -2.3% |
| 30D | +7.9% | -17.9% | +25.8% | +13.3% |
| 3M | +16.8% | +13.5% | +3.2% | +11.7% |
| 6M | +31.0% | +53.0% | -22.1% | +14.5% |
| YTD | +15.0% | +133.7% | -118.7% | -12.2% |
| 1Y | +17.0% | +115.7% | -98.6% | -8.8% |
| 3Y | +68.5% | +231.9% | -163.5% | +11.1% |
| 5Y | +85.0% | +471.6% | -386.6% | -4.9% |
| All | +584.1% | +779.3% | -195.2% | +157.6% |
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