+553.7%
MS vs ODFL
+573.4%
-19.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.0% |
| 7D | +0.8% | -5.4% | +6.2% | +3.2% |
| 30D | -0.7% | -7.7% | +7.0% | +2.5% |
| 3M | -12.4% | -20.8% | +8.5% | -3.8% |
| 6M | -1.7% | -15.0% | +13.3% | +3.6% |
| YTD | +8.0% | +7.6% | +0.4% | +0.9% |
| 1Y | +16.2% | +22.7% | -6.5% | +1.9% |
| 3Y | +171.3% | -12.9% | +184.2% | +164.0% |
| 5Y | +124.8% | -0.1% | +124.8% | +93.2% |
| 10Y | +553.7% | +550.4% | +3.3% | +81.4% |
| All | +553.7% | +573.4% | -19.7% | +81.4% |
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