+790.3%
VLO vs MOS
-3.5%
+793.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +9.6% | -2.0% | +11.6% | +10.3% |
| 30D | -17.4% | +15.3% | -32.7% | -23.3% |
| 3M | +10.8% | +1.5% | +9.3% | +7.5% |
| 6M | +56.9% | -2.0% | +58.9% | +52.1% |
| YTD | +136.8% | -6.5% | +143.3% | +128.9% |
| 1Y | +120.7% | -11.1% | +131.7% | +116.9% |
| 3Y | +231.9% | -30.3% | +262.2% | +246.9% |
| 5Y | +479.0% | -33.5% | +512.5% | +479.8% |
| All | +790.3% | -3.5% | +793.8% | +508.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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