+1,361.4%
ORLY vs MTSI
+1,308.1%
+53.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.3% |
| 7D | -0.7% | +1.4% | -2.1% | -0.8% |
| 30D | -5.9% | +2.1% | -8.0% | -6.4% |
| 3M | -0.6% | -29.7% | +29.2% | +2.0% |
| 6M | -6.8% | +12.5% | -19.3% | -9.4% |
| YTD | -3.6% | +57.0% | -60.7% | -9.9% |
| 1Y | -16.3% | +103.9% | -120.2% | -24.3% |
| 3Y | +39.1% | +223.6% | -184.4% | +16.4% |
| 5Y | +125.4% | +321.6% | -196.1% | +79.6% |
| 10Y | +366.5% | +517.7% | -151.2% | +218.0% |
| All | +1,361.4% | +1,308.1% | +53.3% | +799.8% |
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 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