+33,997.0%
VLO vs MOS
+122.8%
+33,874.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.3% | -7.1% | -4.9% |
| 7D | -8.7% | +22.5% | -31.2% | -15.2% |
| 30D | -16.2% | +6.6% | -22.9% | -19.1% |
| 3M | +16.2% | -3.8% | +20.0% | +15.3% |
| 6M | +39.8% | -2.2% | +42.0% | +36.4% |
| YTD | +119.0% | -4.8% | +123.7% | +112.6% |
| 1Y | +110.8% | -11.7% | +122.5% | +108.9% |
| 3Y | +201.7% | -26.5% | +228.2% | +208.7% |
| 5Y | +426.2% | -32.2% | +458.4% | +436.2% |
| 10Y | +790.3% | +10.2% | +780.1% | +617.4% |
| All | +33,997.0% | +122.8% | +33,874.2% | +21,861.6% |
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