+427.5%
ORLY vs MAS
+215.0%
+212.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.6% | +3.0% | -0.4% | +1.5% |
| 30D | +6.3% | +22.4% | -16.1% | -0.6% |
| 3M | -0.4% | +14.5% | -14.9% | -4.9% |
| 6M | +2.8% | +27.1% | -24.4% | -5.9% |
| YTD | +1.1% | +35.8% | -34.7% | -10.4% |
| 1Y | -6.3% | +39.4% | -45.7% | -17.7% |
| 3Y | +38.9% | +60.3% | -21.4% | +11.2% |
| 5Y | +113.1% | +39.4% | +73.7% | +76.7% |
| All | +427.5% | +215.0% | +212.5% | +220.5% |
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