+6,288.2%
MS vs VLO
+23,238.0%
-16,949.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | +5.2% | -3.8% | -0.8% |
| 30D | -0.3% | +22.6% | -22.8% | -8.6% |
| 3M | +0.3% | +43.8% | -43.5% | -14.8% |
| 6M | +31.3% | +65.7% | -34.4% | +3.2% |
| YTD | +24.7% | +131.1% | -106.4% | -15.7% |
| 1Y | +47.9% | +143.6% | -95.7% | -2.9% |
| 3Y | +178.3% | +201.4% | -23.0% | +60.7% |
| 5Y | +144.9% | +568.9% | -424.0% | -7.4% |
| 10Y | +804.5% | +891.8% | -87.3% | +154.7% |
| All | +6,288.2% | +23,238.0% | -16,949.8% | +511.1% |
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