+119.2%
ORLY vs MSI
+102.7%
+16.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -6.8% | -0.8% | -6.0% | -6.6% |
| 3M | -4.8% | +13.9% | -18.7% | -9.3% |
| 6M | -9.1% | +1.3% | -10.4% | -10.0% |
| YTD | -5.9% | +22.3% | -28.2% | -13.4% |
| 1Y | -20.4% | -3.9% | -16.6% | -19.8% |
| 3Y | +36.6% | +69.9% | -33.3% | +6.8% |
| All | +119.2% | +102.7% | +16.5% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling