+160.4%
MS vs VLO
+194.5%
-34.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.3% |
| 7D | -1.6% | -13.3% | +11.8% | +0.9% |
| 30D | -3.8% | -18.3% | +14.5% | -0.6% |
| 3M | -14.6% | +14.3% | -28.9% | -17.8% |
| 6M | -5.1% | +47.6% | -52.7% | -14.2% |
| YTD | +4.5% | +116.0% | -111.5% | -17.5% |
| 1Y | +13.5% | +101.0% | -87.5% | -8.3% |
| 3Y | +160.4% | +199.0% | -38.6% | +70.7% |
| All | +160.4% | +194.5% | -34.1% | +70.7% |
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 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