+481.0%
MSTR vs ORLY
+425.5%
+55.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -13.4% | +2.6% | -16.0% | -14.1% |
| 30D | -22.1% | +6.3% | -28.4% | -23.6% |
| 3M | +15.0% | -0.4% | +15.4% | +14.8% |
| 6M | -37.3% | +2.8% | -40.1% | -38.4% |
| YTD | -26.5% | +1.1% | -27.6% | -27.4% |
| 1Y | -46.5% | -6.3% | -40.2% | -46.0% |
| 3Y | +121.1% | +38.9% | +82.2% | +91.8% |
| 5Y | +37.5% | +113.1% | -75.6% | +1.8% |
| All | +481.0% | +425.5% | +55.5% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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