+40.9%
ODFL vs MSFU
+70.7%
-29.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | -3.0% | -2.3% | -0.7% | -2.8% |
| 30D | -14.3% | -6.3% | -8.0% | -13.6% |
| 3M | -26.7% | +40.0% | -66.7% | -30.7% |
| 6M | -7.5% | +30.1% | -37.6% | -12.3% |
| YTD | +16.5% | -10.3% | +26.9% | +17.7% |
| 1Y | +23.5% | -19.0% | +42.6% | +26.8% |
| 3Y | -12.1% | +25.8% | -37.9% | -24.1% |
| All | +40.9% | +70.7% | -29.8% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling