+161.8%
MS vs VLO
+198.6%
-36.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.9% | -2.1% | -5.3% |
| 7D | -3.4% | -8.7% | +5.3% | -2.0% |
| 30D | -3.9% | -16.2% | +12.3% | -1.2% |
| 3M | -15.9% | +16.2% | -32.1% | -19.3% |
| 6M | -2.5% | +39.8% | -42.3% | -10.7% |
| YTD | +5.1% | +119.0% | -113.9% | -17.2% |
| 1Y | +13.0% | +110.8% | -97.9% | -10.1% |
| All | +161.8% | +198.6% | -36.8% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling