+554.8%
MA vs VLO
+791.1%
-236.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.3% |
| 7D | -0.3% | -6.5% | +6.1% | +1.3% |
| 30D | +11.3% | -17.8% | +29.1% | +16.8% |
| 3M | +16.7% | +19.6% | -2.9% | +9.9% |
| 6M | +32.8% | +49.3% | -16.5% | +16.9% |
| YTD | +15.6% | +122.4% | -106.8% | -10.5% |
| 1Y | +19.6% | +107.4% | -87.9% | -5.8% |
| 3Y | +72.1% | +223.1% | -151.0% | +14.2% |
| 5Y | +96.0% | +432.2% | -336.2% | +3.1% |
| 10Y | +554.8% | +743.6% | -188.9% | +150.2% |
| All | +554.8% | +791.1% | -236.3% | +150.2% |
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