+19.8%
MA vs VLO
+117.8%
-98.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.4% |
| 7D | +1.3% | +9.6% | -8.3% | +1.6% |
| 30D | +9.6% | -17.4% | +27.0% | +9.3% |
| 3M | +16.8% | +10.8% | +6.0% | +16.9% |
| 6M | +35.2% | +56.9% | -21.8% | +36.7% |
| YTD | +16.6% | +136.8% | -120.2% | +20.6% |
| 1Y | +19.8% | +120.7% | -100.9% | +22.2% |
| All | +19.8% | +117.8% | -98.0% | +22.2% |
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 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