+92.3%
MA vs VLO
+412.5%
-320.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +2.3% | -13.3% | +15.6% | +4.1% |
| 30D | +14.7% | -18.3% | +33.0% | +17.5% |
| 3M | +13.5% | +14.3% | -0.8% | +10.7% |
| 6M | +33.1% | +47.6% | -14.5% | +24.8% |
| YTD | +15.1% | +116.0% | -100.9% | +0.7% |
| 1Y | +18.7% | +101.0% | -82.3% | +5.1% |
| 3Y | +72.1% | +199.0% | -126.9% | +38.9% |
| All | +92.3% | +412.5% | -320.2% | +33.3% |
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