+424.2%
MTSI vs ODFL
+590.5%
-166.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.3% | +14.1% | +12.5% |
| 7D | -10.0% | -4.4% | -5.6% | -7.7% |
| 30D | -37.2% | -6.1% | -31.1% | -35.5% |
| 3M | -30.1% | -21.9% | -8.2% | -21.2% |
| 6M | -31.9% | -17.6% | -14.3% | -26.3% |
| YTD | +23.2% | +5.6% | +17.6% | +13.5% |
| 1Y | +26.4% | +20.5% | +5.9% | +7.4% |
| 3Y | +186.2% | -14.8% | +201.0% | +176.9% |
| 5Y | +187.0% | -3.0% | +190.0% | +142.7% |
| All | +424.2% | +590.5% | -166.4% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling