+1,252.0%
MSTR vs VLO
+9,646.7%
-8,394.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | +5.2% | +7.0% | +10.7% |
| 30D | +45.2% | +22.6% | +22.6% | +37.0% |
| 3M | +10.4% | +43.8% | -33.4% | -0.5% |
| 6M | -2.5% | +65.7% | -68.2% | -16.8% |
| YTD | -6.0% | +131.1% | -137.1% | -26.7% |
| 1Y | -56.4% | +143.6% | -200.0% | -66.6% |
| 3Y | +306.3% | +201.4% | +104.9% | +190.6% |
| 5Y | +100.5% | +568.9% | -468.4% | +13.3% |
| 10Y | +741.1% | +891.8% | -150.7% | +288.1% |
| All | +1,252.0% | +9,646.7% | -8,394.7% | +183.4% |
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 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