+36.1%
ORLY vs MSI
+69.5%
-33.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | -2.1% | -1.8% | -0.4% | -1.7% |
| 30D | -7.6% | -0.6% | -7.0% | -7.5% |
| 3M | -5.5% | +13.0% | -18.5% | -8.9% |
| 6M | -9.7% | +0.5% | -10.2% | -10.3% |
| YTD | -6.2% | +21.7% | -27.9% | -12.0% |
| 1Y | -18.6% | -2.6% | -16.0% | -18.5% |
| All | +36.1% | +69.5% | -33.4% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 3y: compounded portfolio wealth divided by compounded MSI 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…
3y analysis · Full analysis span regression · 6 months rolling