+803.2%
MS vs ODFL
+716.5%
+86.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.7% |
| 7D | +1.7% | -3.0% | +4.7% | +3.0% |
| 30D | 0.0% | -14.3% | +14.3% | +6.6% |
| 3M | +3.0% | -26.7% | +29.7% | +16.7% |
| 6M | +35.7% | -7.5% | +43.2% | +37.8% |
| YTD | +23.3% | +16.5% | +6.8% | +11.7% |
| 1Y | +44.7% | +23.5% | +21.2% | +26.6% |
| 3Y | +178.0% | -12.1% | +190.1% | +171.4% |
| 5Y | +143.2% | +28.9% | +114.3% | +81.6% |
| 10Y | +803.2% | +746.5% | +56.7% | +98.7% |
| All | +803.2% | +716.5% | +86.7% | +98.7% |
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