-19.5%
ORLY vs MTSI
+119.6%
-139.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | +0.5% |
| 7D | -1.0% | +11.1% | -12.1% | -0.4% |
| 30D | -6.7% | -3.7% | -3.0% | -6.8% |
| 3M | -3.8% | -20.2% | +16.4% | -4.6% |
| 6M | -9.0% | +30.8% | -39.8% | -8.8% |
| YTD | -5.6% | +67.0% | -72.7% | -3.8% |
| 1Y | -19.5% | +120.4% | -139.9% | -14.7% |
| All | -19.5% | +119.6% | -139.1% | -14.7% |
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