+752.5%
VLO vs MOS
+0.4%
+752.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | -0.4% | +5.5% | -5.9% | -2.5% |
| 30D | -16.6% | +21.0% | -37.5% | -23.8% |
| 3M | +12.3% | -0.5% | +12.7% | +9.9% |
| 6M | +47.8% | +6.6% | +41.3% | +38.6% |
| YTD | +126.7% | -2.8% | +129.5% | +116.1% |
| 1Y | +105.4% | -8.1% | +113.4% | +99.6% |
| 3Y | +222.0% | -25.6% | +247.6% | +228.1% |
| 5Y | +449.8% | -29.8% | +479.6% | +439.0% |
| All | +752.5% | +0.4% | +752.1% | +475.0% |
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