-1.6%
ORLY vs MAS
+40.8%
-42.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.0% | +1.5% |
| 7D | +2.1% | +14.2% | -12.1% | -0.6% |
| 30D | +10.1% | +26.8% | -16.8% | +5.0% |
| 3M | +0.6% | +13.1% | -12.6% | -2.2% |
| 6M | -1.7% | +27.9% | -29.7% | -6.4% |
| YTD | +1.2% | +38.7% | -37.4% | -6.7% |
| 1Y | -1.6% | +40.4% | -42.0% | -9.3% |
| All | -1.6% | +40.8% | -42.4% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling