+56,340.4%
ORLY vs MAS
+1,225.8%
+55,114.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -1.9% | -1.8% | -0.1% | -1.5% |
| 30D | +4.5% | +23.6% | -19.1% | -1.3% |
| 3M | -2.2% | +12.4% | -14.6% | -5.4% |
| 6M | -0.9% | +21.9% | -22.7% | -6.6% |
| YTD | -0.7% | +36.1% | -36.9% | -9.8% |
| 1Y | -8.7% | +39.5% | -48.2% | -17.7% |
| 3Y | +37.7% | +59.1% | -21.4% | +17.3% |
| 5Y | +110.5% | +44.4% | +66.1% | +81.1% |
| 10Y | +416.8% | +217.0% | +199.8% | +255.0% |
| All | +56,340.4% | +1,225.8% | +55,114.6% | +27,176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling