+659.5%
MSTR vs ORLY
+363.8%
+295.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -8.3% | -2.4% | -5.9% | -7.6% |
| 30D | +38.1% | -6.8% | +44.9% | +41.0% |
| 3M | +9.0% | -4.8% | +13.8% | +10.1% |
| 6M | -5.3% | -9.1% | +3.8% | -3.4% |
| YTD | -13.8% | -5.9% | -7.9% | -12.8% |
| 1Y | -59.8% | -20.4% | -39.4% | -57.3% |
| 3Y | +282.2% | +36.6% | +245.6% | +231.7% |
| 5Y | +112.8% | +117.3% | -4.6% | +57.0% |
| All | +659.5% | +363.8% | +295.7% | +357.1% |
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