+202.4%
VLO vs MAS
+29.0%
+173.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.2% |
| 7D | +5.2% | -0.8% | +6.0% | +5.3% |
| 30D | +22.6% | -5.6% | +28.2% | +23.4% |
| 3M | +43.8% | +4.4% | +39.3% | +41.5% |
| 6M | +65.7% | +7.2% | +58.5% | +61.7% |
| YTD | +131.1% | +16.1% | +115.0% | +117.6% |
| 1Y | +143.6% | +0.1% | +143.5% | +141.8% |
| All | +202.4% | +29.0% | +173.4% | +194.1% |
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