+133,470.8%
MSFT vs VLO
+35,889.1%
+97,581.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | -2.7% | +5.2% | -7.9% | -3.7% |
| 30D | +2.7% | +22.6% | -19.9% | -1.4% |
| 3M | +17.0% | +43.8% | -26.8% | +8.7% |
| 6M | +23.8% | +65.7% | -41.9% | +11.3% |
| YTD | +4.0% | +131.1% | -127.1% | -12.7% |
| 1Y | -0.8% | +143.6% | -144.5% | -17.9% |
| 3Y | +55.6% | +201.4% | -145.8% | +20.8% |
| 5Y | +72.9% | +568.9% | -496.0% | +10.4% |
| 10Y | +875.8% | +891.8% | -16.0% | +433.9% |
| All | +133,470.8% | +35,889.1% | +97,581.7% | +34,220.2% |
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