+48.2%
ORLY vs MAGS
+187.7%
-139.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | -1.0% | +0.8% | -1.8% | -1.1% |
| 30D | -6.7% | +0.4% | -7.1% | -6.7% |
| 3M | -3.8% | +5.6% | -9.4% | -4.1% |
| 6M | -9.0% | +12.3% | -21.3% | -9.7% |
| YTD | -5.6% | +5.1% | -10.7% | -6.0% |
| 1Y | -19.5% | +14.0% | -33.5% | -20.3% |
| 3Y | +34.7% | +129.4% | -94.6% | +24.0% |
| All | +48.2% | +187.7% | -139.4% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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