+677.4%
MSTR vs ODFL
+716.5%
-39.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -1.4% |
| 7D | +7.7% | -3.0% | +10.7% | +9.4% |
| 30D | +36.3% | -14.3% | +50.6% | +47.9% |
| 3M | +13.4% | -26.7% | +40.1% | +32.8% |
| 6M | -4.5% | -7.5% | +3.0% | -2.6% |
| YTD | -12.7% | +16.5% | -29.2% | -22.6% |
| 1Y | -59.6% | +23.5% | -83.1% | -65.6% |
| 3Y | +272.5% | -12.1% | +284.5% | +268.1% |
| 5Y | +107.1% | +28.9% | +78.2% | +65.8% |
| 10Y | +677.4% | +746.5% | -69.1% | +293.0% |
| All | +677.4% | +716.5% | -39.2% | +293.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 10y: compounded portfolio wealth divided by compounded ODFL 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…
10y analysis · Full analysis span regression · 6 months rolling