+560.5%
VLO vs MOS
-8.7%
+569.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | +5.2% | +9.5% | -4.3% | +2.0% |
| 30D | +22.6% | +10.4% | +12.2% | +18.3% |
| 3M | +43.8% | +12.9% | +30.9% | +36.5% |
| 6M | +65.7% | +1.2% | +64.5% | +60.9% |
| YTD | +131.1% | +9.3% | +121.8% | +117.0% |
| 1Y | +143.6% | -18.0% | +161.6% | +153.3% |
| 3Y | +201.4% | -29.0% | +230.4% | +220.4% |
| All | +560.5% | -8.7% | +569.3% | +436.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling