+976.6%
VLO vs MSCI
+2,756.4%
-1,779.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +5.2% | +0.4% | +4.8% | +5.0% |
| 30D | +22.6% | +0.6% | +22.0% | +22.2% |
| 3M | +43.8% | -7.1% | +50.9% | +46.9% |
| 6M | +65.7% | +0.8% | +64.9% | +63.0% |
| YTD | +131.1% | +1.0% | +130.1% | +125.3% |
| 1Y | +143.6% | +4.3% | +139.3% | +132.6% |
| 3Y | +201.4% | +9.9% | +191.4% | +173.3% |
| 5Y | +568.9% | -6.8% | +575.7% | +516.6% |
| 10Y | +891.8% | +614.7% | +277.1% | +218.0% |
| All | +976.6% | +2,756.4% | -1,779.8% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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