+356.9%
ORLY vs MTSI
+529.6%
-172.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.5% |
| 7D | -2.3% | +4.9% | -7.2% | -2.8% |
| 30D | -8.2% | -11.6% | +3.4% | -7.3% |
| 3M | -3.5% | -24.1% | +20.5% | -1.6% |
| 6M | -9.2% | +32.4% | -41.6% | -13.4% |
| YTD | -5.8% | +60.4% | -66.3% | -12.4% |
| 1Y | -19.3% | +111.0% | -130.3% | -27.6% |
| 3Y | +34.4% | +246.1% | -211.7% | +10.2% |
| 5Y | +117.8% | +340.3% | -222.5% | +69.5% |
| 10Y | +356.9% | +539.5% | -182.6% | +170.8% |
| All | +356.9% | +529.6% | -172.6% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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