+723.3%
ODFL vs MSI
+601.8%
+121.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.2% |
| 7D | -2.8% | -1.8% | -1.0% | -2.0% |
| 30D | -13.7% | -0.6% | -13.0% | -13.6% |
| 3M | -23.4% | +13.0% | -36.4% | -28.1% |
| 6M | -7.2% | +0.5% | -7.7% | -8.5% |
| YTD | +15.6% | +21.7% | -6.1% | +3.5% |
| 1Y | +24.2% | -2.6% | +26.8% | +23.6% |
| 3Y | -12.8% | +69.7% | -82.4% | -35.9% |
| 5Y | +27.1% | +102.8% | -75.7% | -15.4% |
| All | +723.3% | +601.8% | +121.5% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling