+13.6%
ORLY vs MSTU
-87.7%
+101.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | +0.3% |
| 7D | -2.4% | -16.6% | +14.2% | -2.3% |
| 30D | -6.8% | +69.7% | -76.5% | -7.2% |
| 3M | -4.8% | -7.5% | +2.7% | -4.8% |
| 6M | -9.1% | -43.1% | +34.0% | -9.0% |
| YTD | -5.9% | -63.0% | +57.1% | -5.9% |
| 1Y | -20.4% | -93.8% | +73.4% | -19.4% |
| All | +13.6% | -87.7% | +101.3% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling