+281.0%
VLO vs MSFU
+72.2%
+208.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.6% | +3.5% |
| 7D | +5.8% | -3.2% | +8.9% | +6.0% |
| 30D | +28.3% | -3.1% | +31.5% | +28.6% |
| 3M | +48.7% | +35.3% | +13.5% | +44.2% |
| 6M | +71.9% | +31.6% | +40.3% | +66.3% |
| YTD | +138.7% | -9.5% | +148.2% | +139.6% |
| 1Y | +148.5% | -18.4% | +166.9% | +152.0% |
| 3Y | +192.7% | +26.9% | +165.7% | +167.4% |
| All | +281.0% | +72.2% | +208.7% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling