-16.3%
ORLY vs MOS
-17.5%
+1.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | -0.7% | +9.5% | -10.2% | -0.8% |
| 30D | -5.9% | +10.4% | -16.4% | -6.1% |
| 3M | -0.6% | +12.9% | -13.5% | -0.8% |
| 6M | -6.8% | +1.2% | -8.0% | -6.6% |
| YTD | -3.6% | +9.3% | -13.0% | -3.0% |
| 1Y | -16.3% | -18.0% | +1.6% | -18.4% |
| All | -16.3% | -17.5% | +1.1% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling