+924.9%
VLO vs MKSI
+524.1%
+400.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.7% |
| 7D | +5.3% | +2.7% | +2.6% | +4.6% |
| 30D | +18.2% | -12.8% | +31.0% | +22.2% |
| 3M | +53.3% | -22.5% | +75.9% | +59.8% |
| 6M | +70.4% | +19.4% | +51.0% | +53.9% |
| YTD | +143.4% | +67.7% | +75.7% | +96.1% |
| 1Y | +153.0% | +131.4% | +21.6% | +82.0% |
| 3Y | +195.0% | +197.3% | -2.4% | +79.9% |
| 5Y | +618.8% | +87.0% | +531.8% | +380.4% |
| All | +924.9% | +524.1% | +400.8% | +300.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling