+13.2%
ORLY vs MSTZ
-99.1%
+112.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.6% | -7.3% | -0.6% |
| 7D | -2.1% | +24.8% | -26.9% | -2.0% |
| 30D | -7.6% | -59.2% | +51.6% | -8.0% |
| 3M | -5.5% | -56.9% | +51.4% | -5.6% |
| 6M | -9.7% | -57.6% | +47.9% | -9.8% |
| YTD | -6.2% | -73.6% | +67.3% | -6.4% |
| 1Y | -18.6% | -15.6% | -3.1% | -17.9% |
| All | +13.2% | -99.1% | +112.3% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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