+38.9%
ORLY vs MAS
+59.7%
-20.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.6% | +3.0% | -0.4% | +2.1% |
| 30D | +6.3% | +22.4% | -16.1% | +3.0% |
| 3M | -0.4% | +14.5% | -14.9% | -2.7% |
| 6M | +2.8% | +27.1% | -24.4% | -1.2% |
| YTD | +1.1% | +35.8% | -34.7% | -4.1% |
| 1Y | -6.3% | +39.4% | -45.7% | -11.3% |
| 3Y | +38.9% | +60.3% | -21.4% | +36.8% |
| All | +38.9% | +59.7% | -20.9% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling