+184.7%
MS vs ODFL
-11.4%
+196.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +1.4% | -6.3% | +7.7% | +3.1% |
| 30D | -0.3% | -13.6% | +13.3% | +3.8% |
| 3M | +0.3% | -24.2% | +24.5% | +7.9% |
| 6M | +31.3% | -13.8% | +45.1% | +35.3% |
| YTD | +24.7% | +19.0% | +5.6% | +15.8% |
| 1Y | +47.9% | +25.7% | +22.2% | +34.6% |
| All | +184.7% | -11.4% | +196.1% | +173.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling