+255.0%
VLO vs MSFU
+103.9%
+151.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.5% | -2.5% | +2.6% |
| 7D | -6.5% | +14.6% | -21.1% | -7.5% |
| 30D | -17.8% | +2.1% | -19.9% | -18.0% |
| 3M | +19.6% | +14.7% | +4.9% | +18.0% |
| 6M | +49.3% | +55.7% | -6.4% | +42.6% |
| YTD | +122.4% | +7.1% | +115.3% | +120.0% |
| 1Y | +107.4% | -0.5% | +108.0% | +106.9% |
| 3Y | +223.1% | +35.7% | +187.3% | +195.4% |
| All | +255.0% | +103.9% | +151.1% | +210.1% |
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