+145.4%
VLO vs MSI
-2.5%
+148.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | +6.2% | -4.0% | +10.2% | +6.1% |
| 30D | +23.5% | -0.5% | +23.9% | +23.5% |
| 3M | +53.9% | +11.4% | +42.5% | +54.3% |
| 6M | +81.7% | +1.0% | +80.7% | +81.6% |
| YTD | +142.5% | +20.7% | +121.8% | +139.9% |
| 1Y | +145.4% | -2.7% | +148.1% | +142.3% |
| All | +145.4% | -2.5% | +148.0% | +142.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling