+13,958.0%
VLO vs MKSI
+2,229.0%
+11,729.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | +6.2% | +6.6% | -0.4% | +4.7% |
| 30D | +23.5% | -8.2% | +31.7% | +25.5% |
| 3M | +53.9% | -16.4% | +70.3% | +56.6% |
| 6M | +81.7% | +23.0% | +58.7% | +67.2% |
| YTD | +142.5% | +68.2% | +74.3% | +106.0% |
| 1Y | +145.4% | +148.6% | -3.1% | +88.5% |
| 3Y | +197.3% | +196.0% | +1.4% | +108.5% |
| 5Y | +614.6% | +87.4% | +527.2% | +432.1% |
| 10Y | +938.9% | +523.8% | +415.1% | +477.0% |
| All | +13,958.0% | +2,229.0% | +11,729.0% | +6,977.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling