-8.5%
ORLY vs MTSI
+32.8%
-41.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.0% | -9.1% | +0.4% |
| 7D | -1.0% | +3.5% | -4.5% | -0.5% |
| 30D | +3.9% | -30.3% | +34.2% | +2.2% |
| 3M | -4.0% | -26.0% | +22.0% | -5.0% |
| 6M | -3.4% | -36.1% | +32.7% | -4.8% |
| YTD | -1.6% | +34.3% | -35.8% | -3.3% |
| All | -8.5% | +32.8% | -41.2% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling