+15,614.6%
MA vs VLO
+1,034.0%
+14,580.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +2.3% | -13.3% | +15.6% | +6.9% |
| 30D | +14.7% | -18.3% | +33.0% | +21.6% |
| 3M | +13.5% | +14.3% | -0.8% | +7.4% |
| 6M | +33.1% | +47.6% | -14.5% | +15.0% |
| YTD | +15.1% | +116.0% | -100.9% | -13.7% |
| 1Y | +18.7% | +101.0% | -82.3% | -9.1% |
| 3Y | +72.1% | +199.0% | -126.9% | +10.7% |
| 5Y | +92.8% | +419.0% | -326.2% | -4.2% |
| 10Y | +571.6% | +778.2% | -206.5% | +143.3% |
| All | +15,614.6% | +1,034.0% | +14,580.6% | +3,859.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling