+883.9%
VLO vs MOS
+5.8%
+878.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | +5.2% | +9.5% | -4.3% | +1.4% |
| 30D | +22.6% | +10.4% | +12.2% | +17.3% |
| 3M | +43.8% | +12.9% | +30.9% | +34.9% |
| 6M | +65.7% | +1.2% | +64.5% | +59.4% |
| YTD | +131.1% | +9.3% | +121.8% | +114.2% |
| 1Y | +143.6% | -18.0% | +161.6% | +152.4% |
| 3Y | +201.4% | -29.0% | +230.4% | +219.1% |
| 5Y | +568.9% | -9.6% | +578.5% | +496.9% |
| All | +883.9% | +5.8% | +878.1% | +570.6% |
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