+103.3%
VLO vs MOS
-8.6%
+112.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.1% | +3.0% |
| 7D | -6.5% | +19.7% | -26.1% | -6.3% |
| 30D | -17.8% | +21.5% | -39.3% | -17.6% |
| 3M | +19.6% | -0.4% | +20.0% | +22.0% |
| 6M | +49.3% | +4.5% | +44.7% | +50.9% |
| YTD | +122.4% | -2.9% | +125.3% | +124.3% |
| All | +103.3% | -8.6% | +112.0% | +112.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling