+743.6%
VLO vs MOS
+6.2%
+737.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.1% | +2.3% |
| 7D | -6.5% | +19.7% | -26.1% | -13.8% |
| 30D | -17.8% | +21.5% | -39.3% | -25.0% |
| 3M | +19.6% | -0.4% | +20.0% | +17.1% |
| 6M | +49.3% | +4.5% | +44.7% | +41.1% |
| YTD | +122.4% | -2.9% | +125.3% | +112.1% |
| 1Y | +107.4% | -7.7% | +115.2% | +101.4% |
| 3Y | +223.1% | -25.6% | +248.7% | +229.4% |
| 5Y | +432.2% | -31.2% | +463.4% | +426.6% |
| 10Y | +743.6% | +2.8% | +740.8% | +473.7% |
| All | +743.6% | +6.2% | +737.5% | +473.7% |
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