+11,636.1%
ORLY vs MKSI
+2,222.5%
+9,413.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | -2.4% | +2.7% | -5.0% | -2.8% |
| 30D | -6.8% | -12.8% | +6.0% | -5.0% |
| 3M | -4.8% | -22.5% | +17.8% | -2.5% |
| 6M | -9.1% | +19.4% | -28.5% | -13.6% |
| YTD | -5.9% | +67.7% | -73.6% | -15.6% |
| 1Y | -20.4% | +131.4% | -151.8% | -32.8% |
| 3Y | +36.6% | +197.3% | -160.7% | +4.6% |
| 5Y | +117.3% | +87.0% | +30.4% | +74.6% |
| 10Y | +362.7% | +522.1% | -159.4% | +185.0% |
| All | +11,636.1% | +2,222.5% | +9,413.5% | +5,171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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