+554.5%
MSTR vs VLO
+791.1%
-236.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -3.4% |
| 7D | -4.0% | -6.5% | +2.5% | -2.3% |
| 30D | -18.6% | -17.8% | -0.9% | -14.7% |
| 3M | +25.6% | +19.6% | +6.0% | +17.8% |
| 6M | -33.1% | +49.3% | -82.3% | -41.4% |
| YTD | -17.3% | +122.4% | -139.7% | -36.5% |
| 1Y | -48.1% | +107.4% | -155.5% | -59.3% |
| 3Y | +154.2% | +223.1% | -68.9% | +73.6% |
| 5Y | +46.2% | +432.2% | -386.0% | -14.0% |
| 10Y | +554.5% | +743.6% | -189.1% | +213.2% |
| All | +554.5% | +791.1% | -236.5% | +213.2% |
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 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