+171.3%
MS vs ORLY
+36.7%
+134.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | +0.8% | -0.7% | +1.5% | +0.8% |
| 30D | -0.7% | +3.4% | -4.1% | -0.8% |
| 3M | -12.4% | -3.1% | -9.3% | -12.2% |
| 6M | -1.7% | -3.8% | +2.1% | -1.2% |
| YTD | +8.0% | -2.0% | +10.0% | +8.1% |
| 1Y | +16.2% | -8.9% | +25.1% | +17.5% |
| 3Y | +171.3% | +36.0% | +135.3% | +180.2% |
| All | +171.3% | +36.7% | +134.6% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 3y: compounded portfolio wealth divided by compounded ORLY 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…
3y analysis · Full analysis span regression · 6 months rolling