+61.7%
MTSI vs ODFL
+32.0%
+29.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | -10.7% | +3.5% | -14.2% | -10.9% |
| 30D | -29.0% | 0.0% | -29.0% | -29.1% |
| 3M | -14.7% | -18.1% | +3.4% | -12.5% |
| 6M | -20.1% | -6.4% | -13.7% | -19.1% |
| YTD | +36.1% | +14.9% | +21.2% | +39.6% |
| 1Y | +61.7% | +27.7% | +34.1% | +67.4% |
| All | +61.7% | +32.0% | +29.8% | +67.4% |
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 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