+1,393.0%
ORLY vs MTSI
+1,104.2%
+288.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.0% | -9.1% | -0.9% |
| 7D | -1.0% | +3.5% | -4.5% | -1.6% |
| 30D | +3.9% | -30.3% | +34.2% | +6.6% |
| 3M | -4.0% | -26.0% | +22.0% | -2.4% |
| 6M | -3.4% | -36.1% | +32.7% | -1.2% |
| YTD | -1.6% | +34.3% | -35.8% | -7.5% |
| 1Y | -7.5% | +35.3% | -42.8% | -13.3% |
| 3Y | +37.7% | +217.6% | -179.9% | +13.9% |
| 5Y | +109.3% | +210.1% | -100.8% | +70.6% |
| 10Y | +409.9% | +471.4% | -61.5% | +246.8% |
| All | +1,393.0% | +1,104.2% | +288.8% | +823.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling