+364.1%
ORLY vs MOS
+12.0%
+352.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -1.0% | +1.7% | -2.7% | -1.2% |
| 30D | -6.7% | +11.7% | -18.3% | -7.9% |
| 3M | -3.8% | +23.2% | -27.0% | -6.4% |
| 6M | -9.0% | -1.6% | -7.4% | -9.5% |
| YTD | -5.6% | +10.8% | -16.5% | -7.5% |
| 1Y | -19.5% | -16.2% | -3.3% | -18.8% |
| 3Y | +34.7% | -24.2% | +58.9% | +35.5% |
| 5Y | +118.0% | -6.6% | +124.7% | +105.1% |
| 10Y | +364.1% | +16.3% | +347.8% | +278.5% |
| All | +364.1% | +12.0% | +352.1% | +278.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling