+176.8%
MS vs ODFL
-9.1%
+186.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | +5.1% | +5.8% | -0.8% | +3.4% |
| 30D | +5.7% | -5.3% | +11.0% | +7.1% |
| 3M | -12.2% | -19.0% | +6.8% | -7.2% |
| 6M | -0.5% | -7.5% | +7.0% | +0.4% |
| YTD | +9.8% | +11.8% | -2.0% | +3.6% |
| 1Y | +17.7% | +29.7% | -11.9% | +5.9% |
| 3Y | +176.8% | -9.1% | +186.0% | +167.7% |
| All | +176.8% | -9.1% | +186.0% | +167.7% |
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 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