+287.2%
MSTR vs ORLY
+34.6%
+252.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +7.7% | -1.0% | +8.7% | +7.8% |
| 30D | +36.3% | -6.7% | +43.0% | +36.9% |
| 3M | +13.4% | -3.8% | +17.2% | +13.6% |
| 6M | -4.5% | -9.0% | +4.5% | -3.9% |
| YTD | -12.7% | -5.6% | -7.0% | -11.7% |
| 1Y | -59.6% | -19.5% | -40.1% | -58.8% |
| All | +287.2% | +34.6% | +252.7% | +322.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling