+418.1%
ORLY vs MTSI
+508.4%
-90.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.3% | -9.0% | +0.4% |
| 7D | -1.9% | +7.2% | -9.1% | -2.8% |
| 30D | +4.5% | -18.4% | +22.9% | +5.8% |
| 3M | -2.2% | -16.7% | +14.5% | -1.6% |
| 6M | -0.9% | -31.7% | +30.8% | +0.8% |
| YTD | -0.7% | +45.9% | -46.6% | -7.6% |
| 1Y | -8.7% | +47.0% | -55.7% | -15.3% |
| 3Y | +37.7% | +224.1% | -186.4% | +12.8% |
| 5Y | +110.5% | +238.5% | -128.0% | +68.1% |
| All | +418.1% | +508.4% | -90.3% | +220.6% |
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