+268.9%
VLO vs MSFU
+76.3%
+192.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.3% |
| 7D | +5.2% | -5.7% | +10.9% | +5.7% |
| 30D | +22.6% | +4.2% | +18.4% | +22.1% |
| 3M | +43.8% | +27.9% | +15.9% | +40.2% |
| 6M | +65.7% | +37.1% | +28.6% | +59.8% |
| YTD | +131.1% | -7.4% | +138.5% | +131.6% |
| 1Y | +143.6% | -19.6% | +163.2% | +147.9% |
| 3Y | +201.4% | +33.2% | +168.2% | +173.8% |
| All | +268.9% | +76.3% | +192.6% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling