+607.1%
MS vs VLO
+770.2%
-163.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.1% |
| 7D | -1.6% | -13.3% | +11.8% | +3.3% |
| 30D | -3.8% | -18.3% | +14.5% | +2.5% |
| 3M | -14.6% | +14.3% | -28.9% | -19.7% |
| 6M | -5.1% | +47.6% | -52.7% | -19.5% |
| YTD | +4.5% | +116.0% | -111.5% | -24.8% |
| 1Y | +13.5% | +101.0% | -87.5% | -16.2% |
| 3Y | +160.4% | +199.0% | -38.6% | +58.9% |
| 5Y | +112.9% | +419.0% | -306.2% | -4.2% |
| All | +607.1% | +770.2% | -163.1% | +121.6% |
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