+143.6%
VLO vs MAS
+1.6%
+142.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | +0.4% |
| 7D | +5.2% | -0.8% | +6.0% | +5.0% |
| 30D | +22.6% | -5.6% | +28.2% | +21.0% |
| 3M | +43.8% | +4.4% | +39.3% | +46.4% |
| 6M | +65.7% | +7.2% | +58.5% | +73.7% |
| YTD | +131.1% | +16.1% | +115.0% | +142.6% |
| 1Y | +143.6% | +0.1% | +143.5% | +149.0% |
| All | +143.6% | +1.6% | +142.1% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling