+578.8%
MS vs VLO
+791.1%
-212.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.1% |
| 7D | +0.7% | -6.5% | +7.2% | +3.0% |
| 30D | -0.9% | -17.8% | +16.8% | +5.4% |
| 3M | -13.0% | +19.6% | -32.6% | -19.4% |
| 6M | -2.0% | +49.3% | -51.2% | -17.0% |
| YTD | +7.8% | +122.4% | -114.6% | -23.1% |
| 1Y | +17.9% | +107.4% | -89.6% | -13.8% |
| 3Y | +174.8% | +223.1% | -48.3% | +63.3% |
| 5Y | +119.9% | +432.2% | -312.4% | -1.4% |
| 10Y | +578.8% | +743.6% | -164.8% | +132.4% |
| All | +578.8% | +791.1% | -212.2% | +132.4% |
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