+120.6%
VLO vs MKSI
+40.1%
+80.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.0% | -0.8% | -5.8% |
| 7D | -6.0% | -10.7% | +4.7% | -6.2% |
| 30D | -12.9% | -30.5% | +17.6% | -13.5% |
| 3M | +18.3% | -39.2% | +57.5% | +17.3% |
| 6M | +46.4% | -33.0% | +79.5% | +45.5% |
| YTD | +127.7% | +22.3% | +105.4% | +108.1% |
| 1Y | +120.6% | +42.7% | +77.9% | +95.0% |
| All | +120.6% | +40.1% | +80.5% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling