+72.1%
MA vs VLO
+194.5%
-122.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +2.3% | -13.3% | +15.6% | +3.6% |
| 30D | +14.7% | -18.3% | +33.0% | +16.6% |
| 3M | +13.5% | +14.3% | -0.8% | +11.2% |
| 6M | +33.1% | +47.6% | -14.5% | +26.4% |
| YTD | +15.1% | +116.0% | -100.9% | +2.7% |
| 1Y | +18.7% | +101.0% | -82.3% | +7.1% |
| 3Y | +72.1% | +199.0% | -126.9% | +44.9% |
| All | +72.1% | +194.5% | -122.5% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling