+186.1%
VLO vs MSTU
-85.2%
+271.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.1% |
| 7D | +5.2% | +21.3% | -16.1% | +4.5% |
| 30D | +22.6% | +90.8% | -68.2% | +20.0% |
| 3M | +43.8% | -6.8% | +50.5% | +42.8% |
| 6M | +65.7% | -39.8% | +105.6% | +65.2% |
| YTD | +131.1% | -55.7% | +186.8% | +130.0% |
| 1Y | +143.6% | -92.7% | +236.3% | +157.1% |
| All | +186.1% | -85.2% | +271.3% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling