+203.1%
VLO vs MAS
+61.2%
+141.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.4% | -3.5% |
| 7D | -8.7% | +4.6% | -13.2% | -9.1% |
| 30D | -16.2% | +19.9% | -36.1% | -18.0% |
| 3M | +16.2% | +8.9% | +7.3% | +15.0% |
| 6M | +39.8% | +20.2% | +19.6% | +35.2% |
| YTD | +119.0% | +33.9% | +85.1% | +102.4% |
| 1Y | +110.8% | +34.7% | +76.2% | +94.1% |
| All | +203.1% | +61.2% | +141.9% | +168.3% |
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