+143.6%
VLO vs MRSH
-7.9%
+151.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.2% |
| 7D | +5.2% | -3.6% | +8.8% | +5.6% |
| 30D | +22.6% | -3.0% | +25.6% | +23.0% |
| 3M | +43.8% | +15.8% | +27.9% | +40.1% |
| 6M | +65.7% | +1.6% | +64.2% | +65.7% |
| YTD | +131.1% | +1.7% | +129.4% | +131.1% |
| 1Y | +143.6% | -8.0% | +151.7% | +149.3% |
| All | +143.6% | -7.9% | +151.5% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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