+65.7%
VLO vs MSI
-1.7%
+67.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.1% |
| 7D | +5.2% | -3.7% | +8.9% | +4.9% |
| 30D | +22.6% | +6.8% | +15.8% | +23.2% |
| 3M | +43.8% | +14.3% | +29.5% | +45.1% |
| 6M | +65.7% | -1.6% | +67.3% | +61.6% |
| All | +65.7% | -1.7% | +67.5% | +61.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling