+127.0%
ORLY vs MTSI
+320.9%
-193.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.5% |
| 7D | -0.7% | +1.4% | -2.1% | -0.7% |
| 30D | -5.9% | +2.1% | -8.0% | -6.2% |
| 3M | -0.6% | -29.7% | +29.2% | +0.7% |
| 6M | -6.8% | +12.5% | -19.3% | -8.6% |
| YTD | -3.6% | +57.0% | -60.7% | -7.8% |
| 1Y | -16.3% | +103.9% | -120.2% | -21.8% |
| 3Y | +39.1% | +223.6% | -184.4% | +19.8% |
| All | +127.0% | +320.9% | -193.8% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling