+53,441.7%
ORLY vs MSI
+1,508.2%
+51,933.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -2.3% | -5.8% | +3.4% | -1.1% |
| 30D | -8.2% | -1.0% | -7.2% | -8.0% |
| 3M | -3.5% | +14.2% | -17.7% | -6.3% |
| 6M | -9.2% | +1.0% | -10.3% | -9.7% |
| YTD | -5.8% | +21.5% | -27.3% | -10.0% |
| 1Y | -19.3% | -2.1% | -17.2% | -19.3% |
| 3Y | +34.4% | +69.3% | -34.9% | +19.1% |
| 5Y | +117.8% | +99.3% | +18.5% | +85.7% |
| 10Y | +356.9% | +595.0% | -238.1% | +201.4% |
| All | +53,441.7% | +1,508.2% | +51,933.5% | +26,906.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling