+473.2%
VLO vs MOS
-33.6%
+506.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +9.6% | -2.0% | +11.6% | +10.2% |
| 30D | -17.4% | +15.3% | -32.7% | -21.8% |
| 3M | +10.8% | +1.5% | +9.3% | +8.7% |
| 6M | +56.9% | -2.0% | +58.9% | +53.9% |
| YTD | +136.8% | -6.5% | +143.3% | +131.5% |
| 1Y | +120.7% | -11.1% | +131.7% | +119.1% |
| 3Y | +231.9% | -30.3% | +262.2% | +248.0% |
| All | +473.2% | -33.6% | +506.9% | +441.7% |
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 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