+521.9%
MSTR vs ODFL
+565.4%
-43.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.3% |
| 7D | -14.2% | -5.0% | -9.2% | -11.7% |
| 30D | -19.9% | -6.3% | -13.6% | -17.3% |
| 3M | +27.3% | -18.5% | +45.8% | +41.6% |
| 6M | -37.6% | -12.4% | -25.2% | -34.2% |
| YTD | -19.5% | +9.2% | -28.7% | -26.5% |
| 1Y | -47.1% | +23.0% | -70.1% | -55.2% |
| 3Y | +140.3% | -11.6% | +151.9% | +135.6% |
| 5Y | +49.5% | +0.1% | +49.4% | +31.9% |
| 10Y | +521.9% | +550.8% | -29.0% | +216.8% |
| All | +521.9% | +565.4% | -43.6% | +216.8% |
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