+33,533.0%
VLO vs MSI
+4,457.4%
+29,075.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -13.3% | +4.7% | -18.0% | -14.3% |
| 30D | -18.3% | +14.8% | -33.1% | -21.1% |
| 3M | +14.3% | +8.8% | +5.5% | +11.8% |
| 6M | +47.6% | +19.3% | +28.3% | +40.3% |
| YTD | +116.0% | +35.3% | +80.6% | +98.5% |
| 1Y | +101.0% | +33.8% | +67.2% | +85.2% |
| 3Y | +199.0% | +74.4% | +124.6% | +155.3% |
| 5Y | +419.0% | +120.5% | +298.5% | +313.9% |
| 10Y | +778.2% | +685.2% | +93.0% | +430.2% |
| All | +33,533.0% | +4,457.4% | +29,075.6% | +12,429.0% |
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