+32.0%
ODFL vs MSFU
+85.8%
-53.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.8% | +6.2% | +2.1% |
| 7D | -5.0% | -12.7% | +7.7% | -3.3% |
| 30D | -6.3% | -9.0% | +2.7% | -5.3% |
| 3M | -18.5% | +2.9% | -21.4% | -19.1% |
| 6M | -12.4% | +43.5% | -55.9% | -17.8% |
| YTD | +9.2% | -2.4% | +11.6% | +8.7% |
| 1Y | +23.0% | -13.5% | +36.5% | +25.4% |
| 3Y | -11.6% | +19.2% | -30.8% | -21.5% |
| All | +32.0% | +85.8% | -53.7% | +0.7% |
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