+8,416.6%
VLO vs MOH
+1,286.6%
+7,129.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +6.2% | -4.2% | +10.4% | +7.2% |
| 30D | +23.5% | -2.4% | +25.9% | +24.0% |
| 3M | +53.9% | -4.4% | +58.3% | +54.8% |
| 6M | +81.7% | +32.9% | +48.7% | +69.7% |
| YTD | +142.5% | +11.9% | +130.6% | +131.0% |
| 1Y | +145.4% | +6.9% | +138.5% | +133.3% |
| 3Y | +197.3% | -39.4% | +236.7% | +205.8% |
| 5Y | +614.6% | -25.0% | +639.6% | +587.8% |
| 10Y | +938.9% | +244.9% | +694.0% | +559.8% |
| All | +8,416.6% | +1,286.6% | +7,129.9% | +3,197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling