+885.0%
MSFT vs VLO
+919.7%
-34.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -1.0% | +6.2% | -7.3% | -2.1% |
| 30D | -2.7% | +23.5% | -26.2% | -6.2% |
| 3M | +22.1% | +53.9% | -31.8% | +13.0% |
| 6M | +20.6% | +81.7% | -61.1% | +7.8% |
| YTD | +2.3% | +142.5% | -140.2% | -13.6% |
| 1Y | -0.5% | +145.4% | -146.0% | -16.4% |
| 3Y | +50.5% | +197.3% | -146.8% | +19.3% |
| 5Y | +72.3% | +614.6% | -542.3% | +9.3% |
| 10Y | +885.0% | +938.9% | -53.9% | +432.5% |
| All | +885.0% | +919.7% | -34.7% | +432.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling