-6.3%
ORLY vs MOS
-11.3%
+5.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | +2.6% | -2.0% | +4.5% | +2.6% |
| 30D | +6.3% | +15.3% | -9.0% | +5.7% |
| 3M | -0.4% | +1.5% | -1.9% | -0.7% |
| 6M | +2.8% | -2.0% | +4.8% | +2.5% |
| YTD | +1.1% | -6.5% | +7.6% | +1.1% |
| 1Y | -6.3% | -11.1% | +4.8% | -6.2% |
| All | -6.3% | -11.3% | +5.1% | -6.2% |
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 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