+112.4%
MS vs ODFL
-3.3%
+115.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.5% |
| 7D | -1.6% | -4.4% | +2.9% | -0.1% |
| 30D | -3.8% | -6.1% | +2.3% | -2.0% |
| 3M | -14.6% | -21.9% | +7.3% | -8.0% |
| 6M | -5.1% | -17.6% | +12.5% | -0.3% |
| YTD | +4.5% | +5.6% | -1.1% | 0.0% |
| 1Y | +13.5% | +20.5% | -7.0% | +3.5% |
| 3Y | +160.4% | -14.8% | +175.2% | +158.2% |
| All | +112.4% | -3.3% | +115.7% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling