+768.4%
VLO vs MOS
+8.6%
+759.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -13.3% | +21.6% | -34.9% | -20.7% |
| 30D | -18.3% | +12.0% | -30.3% | -23.1% |
| 3M | +14.3% | -3.9% | +18.2% | +13.5% |
| 6M | +47.6% | -3.3% | +51.0% | +44.0% |
| YTD | +116.0% | -4.6% | +120.6% | +107.4% |
| 1Y | +101.0% | -7.0% | +108.0% | +94.2% |
| 3Y | +199.0% | -24.4% | +223.4% | +202.0% |
| 5Y | +419.0% | -32.1% | +451.2% | +416.0% |
| All | +768.4% | +8.6% | +759.8% | +500.1% |
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