+542.0%
MS vs VLO
+790.8%
-248.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | +5.1% | +9.6% | -4.6% | +1.7% |
| 30D | +5.7% | -17.4% | +23.1% | +12.3% |
| 3M | -12.2% | +10.8% | -22.9% | -16.3% |
| 6M | -0.5% | +56.9% | -57.4% | -17.2% |
| YTD | +9.8% | +136.8% | -127.0% | -23.4% |
| 1Y | +17.7% | +120.7% | -102.9% | -15.8% |
| 3Y | +176.8% | +231.9% | -55.1% | +63.3% |
| 5Y | +123.7% | +479.0% | -355.3% | -2.8% |
| All | +542.0% | +790.8% | -248.8% | +114.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling