+112.3%
ORLY vs MTSI
+183.3%
-71.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.8% | -12.6% | -2.0% |
| 7D | +2.0% | -10.0% | +12.0% | +2.2% |
| 30D | +6.2% | -37.2% | +43.4% | +7.4% |
| 3M | -3.7% | -30.1% | +26.3% | -3.1% |
| 6M | -5.2% | -31.9% | +26.7% | -5.1% |
| YTD | -1.4% | +23.2% | -24.6% | -5.5% |
| 1Y | -5.4% | +26.4% | -31.8% | -9.5% |
| 3Y | +41.0% | +186.2% | -145.1% | +19.1% |
| All | +112.3% | +183.3% | -71.0% | +74.8% |
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 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