+215.3%
VLO vs MAS
+67.0%
+148.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.6% | -11.4% | -6.3% |
| 7D | -6.0% | +14.2% | -20.1% | -7.3% |
| 30D | -12.9% | +26.8% | -39.7% | -15.2% |
| 3M | +18.3% | +13.1% | +5.2% | +16.7% |
| 6M | +46.4% | +27.9% | +18.5% | +40.3% |
| YTD | +127.7% | +38.7% | +89.1% | +109.9% |
| 1Y | +120.6% | +40.4% | +80.2% | +101.9% |
| All | +215.3% | +67.0% | +148.3% | +178.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling