+35,889.1%
VLO vs MAS
+1,430.5%
+34,458.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | +5.2% | -0.8% | +6.0% | +5.4% |
| 30D | +22.6% | -5.6% | +28.2% | +24.6% |
| 3M | +43.8% | +4.4% | +39.3% | +40.2% |
| 6M | +65.7% | +7.2% | +58.5% | +58.1% |
| YTD | +131.1% | +16.1% | +115.0% | +113.7% |
| 1Y | +143.6% | +0.1% | +143.5% | +135.3% |
| 3Y | +201.4% | +28.3% | +173.1% | +165.2% |
| 5Y | +568.9% | +30.5% | +538.4% | +469.4% |
| 10Y | +891.8% | +139.1% | +752.7% | +584.2% |
| All | +35,889.1% | +1,430.5% | +34,458.6% | +15,175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling