+23.0%
ODFL vs MSFU
-12.2%
+35.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.8% | +6.2% | +1.3% |
| 7D | -5.0% | -12.7% | +7.7% | -5.4% |
| 30D | -6.3% | -9.0% | +2.7% | -6.5% |
| 3M | -18.5% | +2.9% | -21.4% | -18.1% |
| 6M | -12.4% | +43.5% | -55.9% | -9.7% |
| YTD | +9.2% | -2.4% | +11.6% | +6.9% |
| 1Y | +23.0% | -13.5% | +36.5% | +14.6% |
| All | +23.0% | -12.2% | +35.2% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling