+120.6%
VLO vs MOH
+53.5%
+67.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +8.9% | -14.7% | -5.9% |
| 7D | -6.0% | +14.3% | -20.3% | -6.2% |
| 30D | -12.9% | +16.7% | -29.6% | -13.1% |
| 3M | +18.3% | +18.3% | 0.0% | +17.8% |
| 6M | +46.4% | +15.8% | +30.6% | +46.3% |
| YTD | +127.7% | +30.5% | +97.3% | +125.8% |
| 1Y | +120.6% | +49.3% | +71.4% | +116.6% |
| All | +120.6% | +53.5% | +67.1% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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