+13.7%
ORLY vs MSTU
-86.5%
+100.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.6% | +6.4% | -2.2% |
| 7D | -2.3% | +16.1% | -18.5% | -2.4% |
| 30D | -8.2% | +68.7% | -76.8% | -8.5% |
| 3M | -3.5% | -11.0% | +7.5% | -3.6% |
| 6M | -9.2% | -33.4% | +24.2% | -9.3% |
| YTD | -5.8% | -59.5% | +53.7% | -5.9% |
| 1Y | -19.3% | -93.4% | +74.1% | -18.3% |
| All | +13.7% | -86.5% | +100.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling