+1,252.0%
MSTR vs ORLY
+16,379.4%
-15,127.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +12.2% | -0.7% | +12.9% | +12.5% |
| 30D | +45.2% | -5.9% | +51.1% | +48.1% |
| 3M | +10.4% | -0.6% | +11.0% | +9.8% |
| 6M | -2.5% | -6.8% | +4.3% | -1.2% |
| YTD | -6.0% | -3.6% | -2.4% | -5.7% |
| 1Y | -56.4% | -16.3% | -40.1% | -54.4% |
| 3Y | +306.3% | +39.1% | +267.1% | +251.3% |
| 5Y | +100.5% | +125.4% | -24.9% | +47.2% |
| 10Y | +741.1% | +366.5% | +374.5% | +357.0% |
| All | +1,252.0% | +16,379.4% | -15,127.4% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling