+40.4%
MSTR vs VLO
+476.5%
-436.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.8% |
| 7D | -13.4% | +9.6% | -23.1% | -15.7% |
| 30D | -22.1% | -17.4% | -4.7% | -18.2% |
| 3M | +15.0% | +10.8% | +4.2% | +9.7% |
| 6M | -37.3% | +56.9% | -94.3% | -47.0% |
| YTD | -26.5% | +136.8% | -163.3% | -47.4% |
| 1Y | -46.5% | +120.7% | -167.1% | -60.7% |
| 3Y | +121.1% | +231.9% | -110.8% | +38.8% |
| All | +40.4% | +476.5% | -436.1% | -22.4% |
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