+9.0%
MSFT vs VLO
+120.8%
-111.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -5.8% | +12.4% | +6.5% |
| 7D | +4.7% | -6.0% | +10.6% | +4.5% |
| 30D | +5.8% | -12.9% | +18.7% | +5.5% |
| 3M | +13.0% | +18.3% | -5.3% | +12.7% |
| 6M | +34.9% | +46.4% | -11.5% | +35.6% |
| YTD | +15.7% | +127.7% | -112.1% | +17.0% |
| 1Y | +9.0% | +120.6% | -111.7% | +9.9% |
| All | +9.0% | +120.8% | -111.8% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling