+922.6%
VLO vs MSI
+598.2%
+324.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.8% |
| 7D | +5.8% | -5.8% | +11.5% | +8.7% |
| 30D | +28.3% | -1.0% | +29.3% | +28.7% |
| 3M | +48.7% | +14.2% | +34.6% | +38.5% |
| 6M | +71.9% | +1.0% | +70.9% | +68.5% |
| YTD | +138.7% | +21.5% | +117.2% | +111.6% |
| 1Y | +148.5% | -2.1% | +150.6% | +145.6% |
| 3Y | +192.7% | +69.3% | +123.3% | +104.6% |
| 5Y | +601.6% | +99.3% | +502.3% | +327.9% |
| All | +922.6% | +598.2% | +324.4% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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