+505.6%
MA vs VLO
+902.9%
-397.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -2.3% |
| 7D | -1.8% | +5.8% | -7.5% | -3.3% |
| 30D | +1.4% | +28.3% | -26.9% | -5.5% |
| 3M | +17.7% | +48.7% | -31.0% | +4.9% |
| 6M | +9.7% | +71.9% | -62.2% | -7.1% |
| YTD | +0.5% | +138.7% | -138.2% | -23.0% |
| 1Y | -2.1% | +148.5% | -150.5% | -26.3% |
| 3Y | +40.1% | +192.7% | -152.6% | -2.9% |
| 5Y | +67.5% | +601.6% | -534.1% | -19.0% |
| 10Y | +505.6% | +900.2% | -394.6% | +138.9% |
| All | +505.6% | +902.9% | -397.3% | +138.9% |
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