+112.4%
MS vs VLO
+412.5%
-300.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.3% |
| 7D | -1.6% | -13.3% | +11.8% | +1.3% |
| 30D | -3.8% | -18.3% | +14.5% | -0.1% |
| 3M | -14.6% | +14.3% | -28.9% | -17.9% |
| 6M | -5.1% | +47.6% | -52.7% | -14.4% |
| YTD | +4.5% | +116.0% | -111.5% | -16.1% |
| 1Y | +13.5% | +101.0% | -87.5% | -7.1% |
| 3Y | +160.4% | +199.0% | -38.6% | +86.3% |
| All | +112.4% | +412.5% | -300.1% | +24.9% |
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