+186.2%
MTSI vs ODFL
-14.3%
+200.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.3% | +14.1% | +11.8% |
| 7D | -10.0% | -4.4% | -5.6% | -8.6% |
| 30D | -37.2% | -6.1% | -31.1% | -36.2% |
| 3M | -30.1% | -21.9% | -8.2% | -24.9% |
| 6M | -31.9% | -17.6% | -14.3% | -28.6% |
| YTD | +23.2% | +5.6% | +17.6% | +17.0% |
| 1Y | +26.4% | +20.5% | +5.9% | +14.0% |
| 3Y | +186.2% | -14.8% | +201.0% | +177.7% |
| All | +186.2% | -14.3% | +200.5% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling