+539.5%
MTSI vs ODFL
+732.4%
-192.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.9% |
| 7D | +4.9% | +0.2% | +4.7% | +4.8% |
| 30D | -11.6% | -13.4% | +1.8% | -4.7% |
| 3M | -24.1% | -24.2% | +0.1% | -12.9% |
| 6M | +32.4% | -3.3% | +35.7% | +32.0% |
| YTD | +60.4% | +19.8% | +40.7% | +39.7% |
| 1Y | +111.0% | +24.5% | +86.5% | +77.7% |
| 3Y | +246.1% | -9.6% | +255.8% | +229.6% |
| 5Y | +340.3% | +28.0% | +312.3% | +216.1% |
| 10Y | +539.5% | +735.3% | -195.7% | +51.4% |
| All | +539.5% | +732.4% | -192.9% | +51.4% |
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 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