+924.9%
VLO vs MOH
+264.4%
+660.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.0% |
| 7D | +5.3% | +1.7% | +3.6% | +5.0% |
| 30D | +18.2% | -0.9% | +19.1% | +18.3% |
| 3M | +53.3% | +5.7% | +47.6% | +51.6% |
| 6M | +70.4% | +39.1% | +31.3% | +60.6% |
| YTD | +143.4% | +17.7% | +125.7% | +132.7% |
| 1Y | +153.0% | +8.4% | +144.6% | +143.2% |
| 3Y | +195.0% | -36.6% | +231.5% | +201.1% |
| 5Y | +618.8% | -19.1% | +637.8% | +580.5% |
| All | +924.9% | +264.4% | +660.5% | +677.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling