+88.5%
MA vs VLO
+476.5%
-388.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | +1.3% | +9.6% | -8.3% | +0.1% |
| 30D | +9.6% | -17.4% | +27.0% | +12.3% |
| 3M | +16.8% | +10.8% | +6.0% | +14.5% |
| 6M | +35.2% | +56.9% | -21.8% | +25.6% |
| YTD | +16.6% | +136.8% | -120.2% | +0.6% |
| 1Y | +19.8% | +120.7% | -100.9% | +4.5% |
| 3Y | +70.7% | +231.9% | -161.2% | +35.3% |
| All | +88.5% | +476.5% | -388.0% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling