+191.2%
VLO vs MKSI
+184.9%
+6.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | +4.0% | +4.9% | -0.9% | +3.3% |
| 30D | +19.0% | -11.0% | +30.0% | +20.8% |
| 3M | +50.0% | -17.1% | +67.1% | +51.3% |
| 6M | +79.1% | +16.4% | +62.7% | +67.7% |
| YTD | +140.3% | +64.3% | +76.0% | +106.5% |
| 1Y | +148.3% | +137.7% | +10.6% | +94.0% |
| All | +191.2% | +184.9% | +6.3% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling