+1,208.8%
MTSI vs ODFL
+1,732.7%
-524.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +1.4% | -6.3% | +7.7% | +4.7% |
| 30D | +2.1% | -13.6% | +15.7% | +10.0% |
| 3M | -29.7% | -24.2% | -5.6% | -19.4% |
| 6M | +12.5% | -13.8% | +26.3% | +19.6% |
| YTD | +57.0% | +19.0% | +38.0% | +37.6% |
| 1Y | +103.9% | +25.7% | +78.2% | +71.3% |
| 3Y | +223.6% | -13.1% | +236.7% | +215.8% |
| 5Y | +321.6% | +26.7% | +294.9% | +211.9% |
| 10Y | +517.7% | +721.5% | -203.8% | +54.9% |
| All | +1,208.8% | +1,732.7% | -524.0% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling