+366.3%
ORLY vs MAS
+140.6%
+225.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | 0.0% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -5.9% | -5.6% | -0.4% | -4.3% |
| 3M | -0.6% | +4.4% | -5.0% | -2.6% |
| 6M | -6.8% | +7.2% | -14.0% | -10.0% |
| YTD | -3.6% | +16.1% | -19.7% | -9.8% |
| 1Y | -16.3% | +0.1% | -16.4% | -17.9% |
| 3Y | +39.1% | +28.3% | +10.8% | +20.6% |
| 5Y | +125.4% | +30.5% | +95.0% | +89.5% |
| All | +366.3% | +140.6% | +225.7% | +207.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling