+180.5%
MSTR vs VLO
+194.5%
-14.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -1.2% | -13.3% | +12.1% | +2.6% |
| 30D | -15.9% | -18.3% | +2.4% | -11.7% |
| 3M | +33.1% | +14.3% | +18.8% | +24.0% |
| 6M | -31.0% | +47.6% | -78.6% | -42.0% |
| YTD | -15.1% | +116.0% | -131.1% | -42.2% |
| 1Y | -45.6% | +101.0% | -146.7% | -61.7% |
| 3Y | +180.5% | +199.0% | -18.5% | +76.1% |
| All | +180.5% | +194.5% | -14.0% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling