+195.5%
VLO vs MSTU
-86.5%
+282.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.6% | +11.9% | +3.5% |
| 7D | +5.8% | +16.1% | -10.4% | +5.2% |
| 30D | +28.3% | +68.7% | -40.3% | +26.0% |
| 3M | +48.7% | -11.0% | +59.7% | +47.9% |
| 6M | +71.9% | -33.4% | +105.3% | +70.3% |
| YTD | +138.7% | -59.5% | +198.2% | +138.0% |
| 1Y | +148.5% | -93.4% | +241.8% | +162.9% |
| All | +195.5% | -86.5% | +282.0% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 5y: compounded portfolio wealth divided by compounded MSTU 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…
5y analysis · Full analysis span regression · 6 months rolling