+512.7%
MTSI vs ODFL
+565.4%
-52.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.8% | +9.6% |
| 7D | +7.2% | -5.0% | +12.1% | +10.5% |
| 30D | -18.4% | -6.3% | -12.2% | -15.8% |
| 3M | -16.7% | -18.5% | +1.8% | -8.0% |
| 6M | -31.7% | -12.4% | -19.3% | -28.3% |
| YTD | +45.9% | +9.2% | +36.7% | +32.3% |
| 1Y | +47.0% | +23.0% | +24.0% | +23.9% |
| 3Y | +224.1% | -11.6% | +235.7% | +207.8% |
| 5Y | +238.5% | +0.1% | +238.4% | +181.6% |
| 10Y | +512.7% | +550.8% | -38.1% | +50.2% |
| All | +512.7% | +565.4% | -52.7% | +50.2% |
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 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