+64.1%
MSFT vs VLO
+412.5%
-348.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | +1.7% | -13.3% | +15.0% | +2.9% |
| 30D | +0.2% | -18.3% | +18.5% | +1.8% |
| 3M | +6.4% | +14.3% | -8.0% | +4.6% |
| 6M | +28.7% | +47.6% | -18.9% | +23.4% |
| YTD | +10.4% | +116.0% | -105.6% | +1.2% |
| 1Y | +7.6% | +101.0% | -93.4% | -0.6% |
| 3Y | +52.3% | +199.0% | -146.7% | +32.0% |
| All | +64.1% | +412.5% | -348.5% | +35.9% |
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