+17.1%
MS vs ODFL
+24.4%
-7.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.3% |
| 7D | -1.7% | -5.0% | +3.2% | -0.7% |
| 30D | +0.9% | -6.3% | +7.2% | +2.1% |
| 3M | -10.8% | -18.5% | +7.6% | -7.4% |
| 6M | +0.9% | -12.4% | +13.3% | +2.2% |
| YTD | +9.8% | +9.2% | +0.6% | +5.2% |
| 1Y | +17.1% | +23.0% | -5.9% | +10.3% |
| All | +17.1% | +24.4% | -7.4% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling