+790.3%
VLO vs MSI
+664.3%
+126.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.2% |
| 7D | +9.6% | +3.2% | +6.4% | +8.0% |
| 30D | -17.4% | +17.6% | -35.0% | -23.7% |
| 3M | +10.8% | +14.5% | -3.8% | +3.4% |
| 6M | +56.9% | +34.3% | +22.7% | +34.5% |
| YTD | +136.8% | +39.7% | +97.1% | +95.6% |
| 1Y | +120.7% | +40.2% | +80.5% | +81.9% |
| 3Y | +231.9% | +77.1% | +154.8% | +129.3% |
| 5Y | +479.0% | +124.0% | +355.0% | +234.1% |
| All | +790.3% | +664.3% | +126.0% | +170.2% |
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