+5,285.6%
MS vs VLO
+22,011.1%
-16,725.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.9% | -2.1% | -4.3% |
| 7D | -3.4% | -8.7% | +5.3% | 0.0% |
| 30D | -3.9% | -16.2% | +12.3% | +2.5% |
| 3M | -15.9% | +16.2% | -32.1% | -22.2% |
| 6M | -2.5% | +39.8% | -42.3% | -17.7% |
| YTD | +5.1% | +119.0% | -113.9% | -28.2% |
| 1Y | +13.0% | +110.8% | -97.9% | -21.8% |
| 3Y | +160.7% | +201.7% | -41.0% | +49.0% |
| 5Y | +114.0% | +426.2% | -312.2% | -10.8% |
| 10Y | +637.5% | +790.3% | -152.8% | +115.3% |
| All | +5,285.6% | +22,011.1% | -16,725.4% | +420.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling