+427.5%
ORLY vs MOS
-3.5%
+431.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +2.6% | -2.0% | +4.5% | +2.8% |
| 30D | +6.3% | +15.3% | -9.0% | +4.5% |
| 3M | -0.4% | +1.5% | -1.9% | -1.0% |
| 6M | +2.8% | -2.0% | +4.8% | +2.2% |
| YTD | +1.1% | -6.5% | +7.6% | +0.6% |
| 1Y | -6.3% | -11.1% | +4.8% | -6.3% |
| 3Y | +38.9% | -30.3% | +69.1% | +40.5% |
| 5Y | +113.1% | -33.5% | +146.6% | +109.5% |
| All | +427.5% | -3.5% | +431.0% | +341.2% |
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