+55,623.5%
ORLY vs MOS
+99.0%
+55,524.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -0.7% | +24.8% | -25.5% | -3.8% |
| 30D | +3.4% | +22.7% | -19.3% | +0.3% |
| 3M | -3.1% | -1.2% | -1.9% | -3.4% |
| 6M | -3.8% | +5.5% | -9.4% | -5.5% |
| YTD | -2.0% | -2.0% | 0.0% | -3.2% |
| 1Y | -8.9% | -7.9% | -0.9% | -9.3% |
| 3Y | +36.0% | -25.0% | +60.9% | +36.5% |
| 5Y | +106.9% | -27.7% | +134.7% | +102.2% |
| 10Y | +410.7% | -1.6% | +412.3% | +339.9% |
| All | +55,623.5% | +99.0% | +55,524.5% | +32,070.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling