+81.7%
VLO vs MRSH
-1.9%
+83.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.7% |
| 7D | +6.2% | -5.9% | +12.1% | +6.5% |
| 30D | +23.5% | -7.3% | +30.8% | +24.0% |
| 3M | +53.9% | +7.4% | +46.4% | +50.9% |
| 6M | +81.7% | -0.7% | +82.3% | +80.6% |
| All | +81.7% | -1.9% | +83.6% | +80.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling