+23.0%
ODFL vs MSI
+37.5%
-14.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | -5.0% | +7.7% | -12.6% | -5.6% |
| 30D | -6.3% | +19.9% | -26.2% | -8.0% |
| 3M | -18.5% | +14.9% | -33.4% | -19.7% |
| 6M | -12.4% | +37.2% | -49.6% | -16.4% |
| YTD | +9.2% | +40.8% | -31.6% | +2.7% |
| 1Y | +23.0% | +38.1% | -15.2% | +24.1% |
| All | +23.0% | +37.5% | -14.5% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling