+145.1%
MS vs VLO
+567.8%
-422.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | +5.2% | -3.8% | +0.2% |
| 30D | -0.3% | +22.6% | -22.8% | -4.8% |
| 3M | +0.3% | +43.8% | -43.5% | -8.0% |
| 6M | +31.3% | +65.7% | -34.4% | +15.0% |
| YTD | +24.7% | +131.1% | -106.4% | -0.8% |
| 1Y | +47.9% | +143.6% | -95.7% | +15.5% |
| 3Y | +178.3% | +201.4% | -23.0% | +99.7% |
| All | +145.1% | +567.8% | -422.7% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling