+717.1%
VLO vs MSI
+670.3%
+46.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -9.5% | +7.4% | -16.9% | -12.7% |
| 30D | -19.1% | +18.7% | -37.9% | -25.6% |
| 3M | +11.4% | +14.5% | -3.1% | +4.0% |
| 6M | +46.7% | +38.1% | +8.6% | +24.0% |
| YTD | +118.6% | +38.7% | +79.9% | +81.2% |
| 1Y | +99.9% | +35.4% | +64.5% | +67.7% |
| 3Y | +210.5% | +75.1% | +135.4% | +115.8% |
| 5Y | +432.7% | +126.4% | +306.3% | +204.7% |
| 10Y | +717.1% | +671.4% | +45.7% | +146.4% |
| All | +717.1% | +670.3% | +46.8% | +146.4% |
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