+35,889.1%
VLO vs MOS
+155.8%
+35,733.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | +5.2% | +9.5% | -4.3% | +2.2% |
| 30D | +22.6% | +10.4% | +12.2% | +18.4% |
| 3M | +43.8% | +12.9% | +30.9% | +36.8% |
| 6M | +65.7% | +1.2% | +64.5% | +60.9% |
| YTD | +131.1% | +9.3% | +121.8% | +118.3% |
| 1Y | +143.6% | -18.0% | +161.6% | +150.4% |
| 3Y | +201.4% | -29.0% | +230.4% | +215.9% |
| 5Y | +568.9% | -9.6% | +578.5% | +531.1% |
| 10Y | +891.8% | +6.1% | +885.7% | +715.9% |
| All | +35,889.1% | +155.8% | +35,733.3% | +22,454.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling