+35,889.1%
VLO vs MSI
+4,035.2%
+31,853.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +5.2% | -3.7% | +8.9% | +6.2% |
| 30D | +22.6% | +6.8% | +15.8% | +20.4% |
| 3M | +43.8% | +14.3% | +29.5% | +38.7% |
| 6M | +65.7% | -1.6% | +67.3% | +65.2% |
| YTD | +131.1% | +22.8% | +108.3% | +117.8% |
| 1Y | +143.6% | -1.1% | +144.7% | +141.7% |
| 3Y | +201.4% | +70.5% | +130.9% | +158.7% |
| 5Y | +568.9% | +102.8% | +466.1% | +444.6% |
| 10Y | +891.8% | +597.4% | +294.4% | +516.4% |
| All | +35,889.1% | +4,035.2% | +31,853.9% | +13,647.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling