+420.0%
VLO vs MAS
+39.2%
+380.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.6% | -1.1% |
| 7D | -13.3% | +2.0% | -15.3% | -13.6% |
| 30D | -18.3% | +19.4% | -37.7% | -20.7% |
| 3M | +14.3% | +9.4% | +4.9% | +12.4% |
| 6M | +47.6% | +15.3% | +32.3% | +42.7% |
| YTD | +116.0% | +31.3% | +84.7% | +99.8% |
| 1Y | +101.0% | +34.9% | +66.1% | +84.2% |
| 3Y | +199.0% | +58.6% | +140.4% | +163.9% |
| All | +420.0% | +39.2% | +380.8% | +357.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling